Primary Article
How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?
James V. Jordan and Sattar A. Mansi
The Journal of Fixed Income Fall 2000, 10 (2) 35-45; DOI: https://doi.org/10.3905/jfi.2000.319270
James V. Jordan
A vice president at National Economic Research Associates in Washington, DC.
Sattar A. Mansi
An assistant professor of finance in the Donahue School of Business at Duquesne University in Pittsburgh, PA.
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How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?
James V. Jordan, Sattar A. Mansi
The Journal of Fixed Income Sep 2000, 10 (2) 35-45; DOI: 10.3905/jfi.2000.319270
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