CORRECTING THE YIELD CURVE: A RE‐INTERPRETATION OF THE DURATION PROBLEM

  • Author(s): J. L. Carr, P. J. Halpern, J. S. McCallum
  • Published: Apr 30, 2012
  • Pages: 1287-1294
  • DOI: 10.1111/j.1540-6261.1974.tb03105.x

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