Duration and the Measurement of Basis Risk

The Journal of Business 1979 / 04 Vol. 52; Iss. 1

Duration and the Measurement of Basis Risk

John C. Cox, Jonathan E. Ingersoll, Jr. and Stephen A. Ross
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Volume:
52
Language:
english
Journal:
The Journal of Business
DOI:
10.2307/2352663
Date:
April, 1979
File:
PDF, 936 KB
english, 1979
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