The crucial role of the five-year Treasury in the US yield curve
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DOI: 10.1016/j.irfa.2023.102828
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More about this item
Keywords
Treasury yield; Connectedness; Treasury market flash;All these keywords.
JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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