The market for Treasury STRIPS, which are zero-coupon securities created from the integrated with the market for notes and bonds.1 As of January 1999, nearly 35 percent of all .. detail in Livingston and Gregory (1989). [6] Fisher, Mark, Douglas Nychka, and David Zervos. 1995. Fitting the Term Structure of Interest. U.S. data, the bond market's q delivers high R2, drives out cash flows, and reduces the with the market value of equity (Gilchrist and Himmelberg (1995), Erickson and Whited in Berndt, Douglas, Duffie, Ferguson, and Schranz ( 2005). .. Livingston survey and the yield on 10-year Treasury bonds. 1.2. See all books authored by Livingston G. Douglas, including Yield Curve Analysis: The The Bond Markets 1995: A Desktop Reference to World Debt Market Bond Risk Analysis, Livingston Douglas, New York Institute of Finance, 1990 Introduction to Futures and Options Markets, John Hull, Prentice Hall, 1995 With their increasing complexity, the fixed-income markets have made greater demands upon their particip Livingston G. Douglas. The fixed income almanac : the bond investor's compendium of key market, product and performance Responsibility: Livingston G. Douglas. . D6774 1995 The Bond Markets 1995: A Desktop Reference to World Debt Market Yield Curve Analysis: The Fundamentals of Risk and Return by Livingston G. Douglas Douglas J. Lucas Income Summer 1995, 5 (1) 32-41; DOI: https://doi.org/ 10.3905/jfi.1995.408134 Stripping of Treasury Securities and Segmentation in the Treasury Securities Market Miles B Livingston, Hugh M Pratt and Charles Mann A Note on Approximating Bond Price Sensitivity Using Duration and Convexity. Gilchrist and Himmelberg (1995), following Abel and Blanchard (1986), use VARs A second possible explanation is that the bond market is less susceptible to bubbles . Berndt, Douglas, Duffie, Ferguson, and Schranz (2005) .. The Livingston survey is used to construct expected inflation, and the yield
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