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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
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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
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The risk premiums in the Portuguese treasury bills interest rates : estimation by a cointegration method
Fonseca, José Soares da
- In:
European review of economics and finance
1
(
2002
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001644899
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4
Do credit default swaps affect the time-varying cointegration between PIIGS's sovereign interest rates
Fonseca, José Soares da
- In:
International journal of monetary economics and finance
12
(
2019
)
4
,
pp. 274-289
Persistent link: https://www.econbiz.de/10012155022
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