The term structure of zero-coupon and coupon bonds: a comparative analysis
<p>The behavior of the term structure of zero-coupon bonds parallels the behavior of coupon bonds. Previous studies have demonstrated that there are synchronous changes among different maturities of coupon bonds. Results of statistical and sign tests are used to measure the degree of synchroni...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/42916 http://scholar.lib.vt.edu/theses/available/etd-06082009-171134/ |