Empirical evidence on a stochastic general equilibrium model of prices for Treasury bonds and Treasury bond futures

Author(s)

• Potvin, Paul Renald

Bibliographic Information

Empirical evidence on a stochastic general equilibrium model of prices for Treasury bonds and Treasury bond futures

Potvin, Paul Renald

UMI, 1988

Microform（Microfilm Reel）

Note

Thesis (Ph.D.)--Harvard University, 1988

"Dissertations on finance of main universities in America"--Container

Details

• NCID: BB03993145
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: 1 microfilm reel
• Size: 35 mm
• Subject Headings:
  • LCSH : Stochastic processes -- Econometric models
  • LCSH : Government securities -- Prices -- United States