Time-varying volatility and the dynamic behavior of the term structure
By: Robert F. Engle, Victor K. Ng.
Contributors: Ng, Victor K.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3682; Working paper series (National Bureau of Economic Research) -- working paper no. 3682.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: Treasury bills -- Econometric models.; Stock exchanges -- Econometric models.; Liquidity (Economics) -- Econometric models.; Rate of return -- Econometric models.
Other titles: Time varying volatility and the dynamic behavior of the term structure.
Notes: "April 1991."

Includes bibliographical references (p. 26-27).

Binghamton University Libraries' copy bound with: Trade liberalization in a multinational-dominated industry : a theoretical and applied general-equilibrium analysis.