Macroeconomic risk and treasury bill pricing
Subtitle: an application of the FACTOR-ARCH model
By: Keith Sill.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.25; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.25.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng