Narrow search
Showing 1 - 3 of 3
Cover Image
Yield curve changes effect on Euro area bond indexes : a partial durations approach
Fonseca, José Soares da - In: International journal of monetary economics and finance 7 (2014) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10010531296
Cover Image
Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
Cover Image
Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de; Fonseca, José Soares da - In: Portuguese economic journal 20 (2021) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10012616841