BOND IMMUNIZATION WHEN SHORT-TERM INTEREST-RATES FLUCTUATE MORE THAN LONG-TERM RATES

被引：33

作者：

KHANG, C

机构：

来源：

关键词：

D O I：

10.2307/2330309

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：1085 / 1090

页数：6

共 8 条

[1]

[Anonymous], 1978, J BANK RES

[2] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J].

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[3] COPING WITH RISK OF INTEREST-RATE FLUCTUATIONS [J].

BIERWAG, GO ;

KAUFMAN, GG .

[4]

BIERWAG GO, 1978, J FINANCIAL QUAN NOV

[5]

COX JC, 1979, J BUSINESS JAN

FISHER, L ;

WEIL, RL .

[7]

Malkiel B.Gorton., 1966, TERM STRUCTURE INTER

[8]

YAWITZ JB, 1976, FINANCIAL MANAGE AUT, P3645