Mortgage Risk and the Yield Curve (2016)

First Author: Malkhozov A

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