Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests.
| Year of publication: |
1984
|
|---|---|
| Authors: | Gultekin, N Bulent ; Rogalski, Richard J |
| Published in: |
The Journal of Business. - University of Chicago Press. - Vol. 57.1984, 2, p. 241-64
|
| Publisher: |
University of Chicago Press |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005728381