Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
| Year of publication: |
2003
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| Authors: | Hallerbach, Winfried G. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 13.2003, 4, p. 287-294
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