Duration analysis in South Africa : the search for superior measures
Year of publication: |
2006
|
---|---|
Authors: | Vuuren, Gary van ; Styger, Paul |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 74.2006, 2, p. 266-293
|
Subject: | Zinsrisiko | Interest rate risk | Schätzung | Estimation | Dauer | Duration | Zinsstruktur | Yield curve | Südafrika | South Africa | 1996-2004 |
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