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A Model of the Convenience Yields in On-the-Run Treasuries

✍ Scribed by Joseph A. Cherian; Eric Jacquier; Robert A. Jarrow

Book ID: 111606330
Publisher: Springer US
Year: 2004
Tongue: English
Weight: 279 KB
Volume: 7
Category: Article
ISSN: 1380-6645
DOI: 10.1023/b:redr.0000031174.07795.51

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