     417

 	   
  	
,  	   
 	 
   	 
 	
   	 
	 
    	 
  	 
  	 
 	  
	
	 
 	 
   	 
	  (ABS)
 	 
 	
 	 
 	 

 

1.         
:

Timothy Q. Cook and Timothy D. Rowe, Instruments of the Money Market (Federal Reserve
Bank of Richmond, 1986).

2.            -
    .:

Frank J. Fabozzi and Franco Modigliani, Capital Markets: Institutions and Instruments
(Englewood Cliffs, NJ: Prentice Hall, 1992), Chapter 13-18.
Frank J. Fabozzi, Franco Modigliani, and Michael G. Ferri, Foundations of Financial Markets
and Institutions (Englewood Cliffs, NJ: Prentice Hall, 1994), Chapters 16, 17, 20-24.

3.     .  :

Miles Livingston and Deborah Wright Gregory, The Stripping of U.S. Treasury Securities,

Monograph Series in Finance and Economics # 1989-1, New York University Salomon

Center, Leonard N. Stem School of Business.

Deborah Wright Gregory and Miles Livingston, Development of the Market for

U.S. Treasury STRIPS, Financial Analysts Journal, 48, no. 2 (March/April 1992),

pp. 68-74.

Phillip R. Daves, Michael C. Ehrhardt, and John M. Wachowicz, Jr., A Guide to Investing

in U.S. Treasury STRIPS, AAII Journal, 15, no. 1 (January 1993), pp. 6-10.

Phillip R. Daves, and Michael C. Ehrhardt, Liquidity, Reconstitution, and the Value of

U.S. Treasury STRIPS, Journal of Finance, 47, no. 1 (March 1993), pp. 315-329.

4.      .  .:

Peter Wann, Inside the US Treasury Market (New York: Quorum Books, 1989).