Fiscal hedging and the yield curve
By: Hanno Lustig, Chris Sleet, Şevin Yeltekin.
Contributors: Sleet, Christopher.; Yeltekin, Şevin.; National Bureau of Economic Research.
Series: NBER working paper paper series -- no. 11687.; Working paper series (National Bureau of Economic Research) -- working paper no. 11687.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 58
Subjects: Debts, Public; Hedging (Finance); Fiscal policy -- Econometric models
Notes: "October 2005."

Includes bibliographical references (p. 44-45).

Also available in PDF from the NBER world wide web site (www.nber.org).