Structural Model of the U.s. Government Securities Market

Informationen zum Autor V. Vance Roley is Dean of the University of Hawaii at Manoa's Shidler College of Business. Zusammenfassung Originally published in 1979. This study looks at the specification and estimation of the demands for disaggregated maturity classes of U.S. Government securities by the individual investor groups participating in the market. Inhaltsverzeichnis Preface 1. Introduction 2. Microeconomic Foundations of Asset Demand Equations 3. Properties of Asset Demand Equations Derived from Mean-Variance Analysis: Some General Results 4. The Portfolio Selection Problem of Depository Financial Intermediaries, and the Demand for U.S. Government Securities 5. Empirical Results for the Structural Model of the U.S. Government Securities Market 6. Summary and Conclusions

Product details

• Authors: V. Vance Roley, V. Vance (University of Hawaii At Manoa Roley
• Publisher: Taylor & Francis Ltd.
• Content: Book
• Product form: Hardback
• Publication date: 06.03.2018
• Subject: Social sciences, law, business > Political science > Political system
• EAN: 9780815350217
• ISBN: 978-0-8153-5021-7
• Pages: 306
• Series: Routledge Library Editions: Econometrics
• Subjects: USA, Business & Economics / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Economic History, Political structure & processes, United States of America, USA, Investment & securities, Econometrics, Investment and securities, Political structure and processes, Econometrics and economic statistics, fixed income analysis, Relative Risk Aversion, asset allocation models, mean-variance optimisation, Riskless Asset, maturity structure demand, financial intermediaries research, portfolio selection theory, empirical asset demand estimation, Constant Relative Risk Aversion, Asset Demand Equations, Comparative Statics Properties, Sharpe Lintner Capital Asset Pricing Model, Absolute risk aversion, Bliss point, Assets Case, Multiperiod Model, Expected Utility Maximization, Endogenous Assets, Endogenous Interest Rates, Portfolio Selection Model, Portfolio Rate, Initial Wealth, Level Initial Wealth, Symmetric Coefficient Matrix, Government Securities Market, Nonfinancial Corporate Businesses