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Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests

✍ Scribed by N. Bulent Gultekin and Richard J. Rogalski

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Duration and the Measurement of Basis Ri

✍ John C. Cox, Jonathan E. Ingersoll, Jr. and Stephen A. Ross 📂 Article 📅 1979 🏛 University of Chicago Press 🌐 English ⚖ 936 KB

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