EXTENT OF SEGMENTATION IN THE MUNICIPAL SECURITIES MARKET

被引:9
作者
CAMPBELL, TS
机构
关键词
D O I
10.2307/1991594
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:71 / 83
页数:13
相关论文
共 16 条
[1]   CYCLICAL BEHAVIOR OF RISK SPREADS ON NEW MUNICIPAL ISSUES [J].
BENSON, ED ;
ROGOWSKI, RJ .
JOURNAL OF MONEY CREDIT AND BANKING, 1978, 10 (03) :348-362
[2]   IMPACT OF TAXES, RISK AND RELATIVE SECURITY SUPPLIES ON INTEREST-RATE DIFFERENTIALS [J].
COOK, TQ ;
HENDERSHOTT, PH .
JOURNAL OF FINANCE, 1978, 33 (04) :1173-1186
[3]   INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J].
FAMA, EF .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) :427-448
[4]  
FAMA EF, 1975, AM ECON REV, V65, P269
[5]   FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J].
FAMA, EF .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (04) :361-377
[6]  
Granger C. W. J., 1974, J ECON, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]
[7]   EXPECTATIONS HYPOTHESIS AND EFFICIENCY OF TREASURY BILL MARKET [J].
HAMBURGER, MJ ;
PLATT, EN .
REVIEW OF ECONOMICS AND STATISTICS, 1975, 57 (02) :190-199
[8]  
HANEY RL, FINANCIAL MANAGEMENT, V7, P17
[9]   IMPACT OF RELATIVE SECURITY SUPPLIES - TEST WITH DATA FROM A REGIONAL TAX-EXEMPT BOND MARKET [J].
HENDERSHOTT, PH ;
KIDWELL, DS .
JOURNAL OF MONEY CREDIT AND BANKING, 1978, 10 (03) :337-347
[10]  
Jaffee D.M., 1975, J MONETARY ECON, V1, P309