Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration

✍ Scribed by Hallerbach, Winfried G.

• Book ID: 127059477
• Publisher: Taylor and Francis Group
• Year: 2003
• Tongue: English
• Weight: 145 KB
• Volume: 13
• Category: Article
• ISSN: 0960-3107
• DOI: 10.1080/09603100210135720