Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields
Year of publication: |
2008
|
---|---|
Authors: | Lakshmivarahan, S. ; Stock, Duane R. |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 1.2007/08, 3, p. 320-336
|
Subject: | USA | United States | Kommunalobligation | Municipal bond | Börsenkurs | Share price | Volatilität | Volatility | Ökonometrisches Modell | Econometric model |
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