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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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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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