Open AccessTerm Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
Author(s) -
Canlin Li
Publication year - 2012
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2012.37
Subject(s) - treasury , asset (computer security) , term (time) , scale (ratio) , yield (engineering) , yield curve , convenience yield , business , economics , maturity (psychological) , econometrics , actuarial science , finance , futures contract , bond , computer science , spot contract , psychology , developmental psychology , physics , materials science , computer security , archaeology , quantum mechanics , metallurgy , history
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