Do Excess Holding-Period Returns Depend on the Composition of Outstanding Federal Debt?
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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Volume (Year): 28 (1996)
Issue (Month): 1 (February)
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