Title:

The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimensions?

Authors:

Luís Alberto Ferreira de Oliveira (ISCTE - Instituto Universitário de Lisboa)
João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa)
Luis Malcato (APS - Associação Portuguesa de Seguradores)

Journal:

Portuguese Economic Journal

Year:

2014

Volume:

13

Pages:

141-165

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
H63 - Debt; Debt Management