Heuson Andrea J

Andrea J Heuson

Information about the author Andrea J Heuson will soon be added to the site.
Found 4 papers in total
Tax-timing options and the pricing of government bonds
Tax-timing options and the pricing of government bonds
1990
Internal Revenue Code provisions affect trading strategies for long‐term,...
The differential effects of sinking funds on bond risk premia
The differential effects of sinking funds on bond risk premia
1986
This study analyzes the effect that two options created by the inclusion of a sinking...
The term premia relationship implicit in the term structure of treasury bills
The term premia relationship implicit in the term structure of treasury bills
1988
This paper considers a single coefficient representation of the term premia...
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
1988
The amount and timing of unscheduled principal amortization determines the...
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