Stochastic Durations, the Convexity Effect, and the Impact of Interest Rate Changes

AuthID
P-009-WS3
1
Author(s)
Document Type
Article
Year published
2014
Published
in EUROPEAN JOURNAL OF FINANCE, ISSN: 1351-847X
Volume: 20, Issue: 11, Pages: 994-1007 (14)
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Publication Identifiers
Scopus: 2-s2.0-84908129988
Wos: WOS:000343653700003
Source Identifiers
ISSN: 1351-847X
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