Analyzing the Changing Term Structure and Expectations of U.S. Treasury Default Risk

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2012
Source: The Journal of Fixed Income
Srinivas Nippani Stanley D. Smith

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Abstract

Regression analysis that demonstrates that U.S. Treasuries now include a default risk premium. Registration/subscription may be required to access this content.
Topics
Fixed Income
    :
  • Types of Fixed Income Securities and Their Characteristics
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1 CE (including 0 SER) Manage CE Credits

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