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Do Excess Holding-Period Returns Depend on the Composition of Outstanding Federal Debt?

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Author Info
Wallace, Myles S
Warner, John T

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Abstract

The relationship between the composition of outstanding federal debt and the term structure of interest rates has been a much studied and debated subject. This note examines the relationship between the excess holding period returns and the composition of debt over the post-Accord period. The evidence fails to support a link between debt composition and excess holding period returns. Copyright 1996 by Ohio State University Press.

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File URL: http://links.jstor.org/sici?sici=0022-2879%28199602%2928%3A1%3C132%3ADEHRDO%3E2.0.CO%3B2-L&origin=bc
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 28 (1996)
Issue (Month): 1 (February)
Pages: 132-39
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Handle: RePEc:mcb:jmoncb:v:28:y:1996:i:1:p:132-39

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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