Yield curve changes effect on Euro area bond indexes : a partial durations approach
José Soares Da Fonseca
| Year of publication: |
2014
|
|---|---|
| Authors: | Fonseca, José Soares da |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 7.2014, 1, p. 28-39
|
| Subject: | convexity | duration | partial durations | Euro area bond indexes | spot interest rates | yield-to-maturity | yield curve | Zinsstruktur | Yield curve | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Anleihe | Bond | EU-Staaten | EU countries | Theorie | Theory | Dauer | Duration | Rendite | Yield | Indexanleihe | Index-linked bond | Zins | Interest rate | Zinsrisiko | Interest rate risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10010531296