Mortgage Risk and the Yield Curve (2016)
Attributed to:
Aggregate Duration Risk
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/rfs/hhw003
Publication URI: http://dx.doi.org/10.1093/rfs/hhw003
Type: Journal Article/Review
Parent Publication: Review of Financial Studies
Issue: 5