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~institution:"Finance Discipline Group, Business School"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"Volatilität"
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Search: subject_exact:"LIBOR market model"
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interest rate risk
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Zhou, Chunsheng
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Finance Discipline Group, Business School
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Birkbeck College / Department of Economics
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Stock market fluctuations and the term structure
Zhou, Chunsheng
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1996
Persistent link: https://www.econbiz.de/10000930617
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