Structure of spot rates and duration hedging
Bing-Huei Lin; Jr-Yan Wang; Shih-Wen Tai
Year of publication: |
2011
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Authors: | Lin, Bing-huei ; Wang, Jr-yan ; Tai, Shih-wen |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 26166835. - Vol. 40.2011, 4, p. 550-576
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