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Article
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
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