Structure of spot rates and duration hedging

Journal

Asia-Pacific Journal of Financial Studies

Journal Volume

40

Journal Issue

4

Pages

550-576

Date Issued

2011

Author(s)

Lin, B.-H.

Tai, S.-W.

DOI

10.1111/j.2041-6156.2011.01049.x

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459338

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84855233167&doi=10.1111%2fj.2041-6156.2011.01049.x&partnerID=40&md5=ee8b34407f28b3fcb99e9772ddbab261

Type

journal article