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Quarterly journal of finance & accounting : QJFA
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The journal of risk finance : JRF
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Power law bond price and yield approximation
Barber, Joel R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 14-31
Persistent link: https://www.econbiz.de/10012797857
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How well does duration measure interest rate risk and does the convexity adjustment matter?
Barber, Joel R.
- In:
Quarterly journal of finance & accounting : QJFA
59
(
2021
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012744707
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