Dynamic immunisation does not imply cash flow matching : a hard application to Spain
J. Iñaki De La Peña, Asier Garayeta and Iván Iturricastillo
| Year of publication: |
2017
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|---|---|
| Authors: | Peña Esteban, J. Iñaki de la ; Garayeta, Asier ; Iturricastillo, Iván |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 30.2017, 1,1, p. 238-255
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| Subject: | Dynamic immunisation | immunisation risk | rebalancing | cash flow matching | ALM | interest rate risk | Cash Flow | Cash flow | Spanien | Spain | Zinsrisiko | Interest rate risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223796