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Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis, (2007)
Yield curve changes effect on Euro area bond indexes : a partial durations approach
Fonseca, José Soares da, (2014)
A model of bond value : explaining yields with growth and inflation
Shevlin, Thomas, (2019)
Fixed income strategy : the practitioner's guide to riding the curve
Henderson, Tamara Mast, (2003)