Statistical Duration: A Spread Model of Rate Sensitivity Across Fixed-Income Sectors
Year of publication: |
1994
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Authors: | Leibowitz, Martin L. ; Kogelman, Stanley ; Bader, Lawrence N. |
Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 3.1994, 4, p. 49-60
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