Managing risk in sovereign bond portfolios : the impact of sovereign and call risks on duration
Year of publication: |
2013
|
---|---|
Authors: | Xie, Yan Alice ; Yau, Jot ; Lee, Hei Wei |
Published in: |
International financial markets. - Bingley [u.a.] : Emerald, ISBN 1-78190-311-5. - 2013, p. 109-124
|
Subject: | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kreditderivat | Credit derivative | Finnland | Finland | Brasilien | Brazil | Mexiko | Mexico | Kolumbien | Colombia | Panama | 1996-2011 |
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