The Correlation Matrix of the Brazilian Central Bank's...

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  • The Correlation Matrix of the Brazilian Central Bank's...

The Correlation Matrix of the Brazilian Central Bank's Standard Model for Interest Rate Market Risk

Rodrigues Neto, José A.
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Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.247545
File:
PDF, 165 KB
english, 2000
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