A model of the convenience yields in on-the-run treasuries (Q704008)

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A model of the convenience yields in on-the-run treasuries
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    A model of the convenience yields in on-the-run treasuries (English)
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    12 January 2005
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    Term structure of interest rates
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    repurchase agreements
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    HJM model
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    bond pricing
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    convenience yield.
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