|
|
|
|
| LEADER |
00000cam a2200000 a 4500 |
| 001 |
1628699 |
| 003 |
ICU |
| 005 |
19970814010200.0 |
| 008 |
940609s1994 nyu b 001 0 eng |
| 010 |
|
|
|a 93041567
|
| 020 |
|
|
|a 0815316828 (alk. paper)
|
| 035 |
|
|
|a (ICU)BID18782846
|
| 035 |
|
|
|a (OCoLC)29256746
|
| 040 |
|
|
|c DLC
|d DLC$dOrLoB
|
| 043 |
|
|
|a n-us---
|
| 050 |
0 |
0 |
|a HG1623.U5
|b L37 1994
|
| 082 |
|
|
|a 332.63/232
|2 20
|
| 100 |
1 |
|
|a Larson, James Alan,
|d 1948-
|0 http://id.loc.gov/authorities/names/n93101914
|1 http://viaf.org/viaf/43519590
|
| 245 |
1 |
0 |
|a Treasury auction results as interest rate predictors /
|c James Alan Larson.
|
| 260 |
|
|
|a New York :
|b Garland Pub.,
|c 1994.
|
| 300 |
|
|
|a xvii,, 130 p. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Financial sector of the American economy
|
| 504 |
|
|
|a Includes bibliographical references (p. 87-99) and index.
|
| 505 |
0 |
0 |
|t History and Background.
|t Portfolio Management Techniques.
|t Classical Yield Curve Theories.
|t Yield Curve Theory - Other Factors.
|t Forecasting - An Overview.
|t Treasury Auction Procedures - An Overview --
|t Methodology.
|t Population and Sampling Techniques.
|t Presentation of Data.
|t Data Collection Methods.
|t Identification and Interpretation: Key Variables.
|t Research Design and Statistical Approach --
|t Findings.
|t Descriptive Statistics - Independent Variables.
|t Descriptive Statistics - Dependent Variables.
|t Regression Results - Five Year Auctions.
|t Regression Results - Thirty Year Auctions.
|t Regression Results - Extreme Observations --
|t Implications.
|t Implications for Fixed-Income Traders and Portfolio Managers.
|t Efficient Market Implications.
|t Primary Dealer Collusion.
|t Threats to the Validity of the Study.
|t Future Research --
|t Recent Events.
|t Salomon Brothers Bidding Scandal.
|t Potential Primary Dealer Collusion.
|t Recent Experiments in U.S. Treasury Auction Techniques.
|t Other Major Treasury Market and Auction Reforms.
|t App. A. Five Year Auction Results: All Data --
|t App. B. Thirty Year Auction Results: All Data --
|t App. C. Five Year Auction Results: Extreme Obs --
|t App. D. Thirty Year Auction Results: Extreme Obs.
|
| 650 |
|
0 |
|a Interest rates
|z United States
|x Forecasting.
|
| 650 |
|
0 |
|a Government securities
|z United States
|0 http://id.loc.gov/authorities/subjects/sh2008105376
|
| 650 |
|
7 |
|a Government securities.
|2 fast
|0 http://id.worldcat.org/fast/fst00945597
|
| 650 |
|
7 |
|a Interest rates
|x Forecasting.
|2 fast
|0 http://id.worldcat.org/fast/fst00976185
|
| 651 |
|
7 |
|a United States.
|2 fast
|0 http://id.worldcat.org/fast/fst01204155
|
| 850 |
|
|
|a ICU
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 78a85ecc-4128-55d3-9d22-1ed173dd91ec
|s 7ba62250-46ff-585d-ae1f-cb2db26e83e8
|
| 928 |
|
|
|t Library of Congress classification
|a HG1623.U5L370 1994
|l JRL
|c JRL-Gen
|i 2827628
|
| 927 |
|
|
|t Library of Congress classification
|a HG1623.U5L370 1994
|l JRL
|c JRL-Gen
|b 41829818
|i 3079499
|
