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Bond Price Volatility and Term to Maturity: A Generalized Respecification

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  • Hopewell, Michael H
  • Kaufman, George G
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    Bibliographic Info

    Article provided by American Economic Association in its journal American Economic Review.

    Volume (Year): 63 (1973)
    Issue (Month): 4 (September)
    Pages: 749-53

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    Handle: RePEc:aea:aecrev:v:63:y:1973:i:4:p:749-53

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    Cited by:
    1. Desmet, Klaus, 2000. "Accounting for the Mexican banking crisis," Emerging Markets Review, Elsevier, vol. 1(2), pages 165-181, September.
    2. G.J. Santoni, 1984. "Interest rate risk and the stock prices of financial institutions," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 12-20.
    3. Alden L. Toevs, 1983. "Gap management: managing interest rate risk in banks and thrifts," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 20-35.
    4. repec:nbr:nberwo:2341 is not listed on IDEAS
    5. Lee, Hei Wai & Xie, Yan Alice & Yau, Jot, 2011. "The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 441-451, June.
    6. Benjamin M. Friedman, 1980. "Effects of Shifting Saving Patterns on Interest Rates and Economic Activity," NBER Working Papers 0587, National Bureau of Economic Research, Inc.
    7. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September.
    8. Benjamin M. Friedman, 1981. "The Roles of Money and Credit in Macroeconomic Analysis," NBER Working Papers 0831, National Bureau of Economic Research, Inc.
    9. Olivier de La Grandville, 2001. "Immunization of Bond Portfolios: Some New Results," Economics Discussion / Working Papers 01-26, The University of Western Australia, Department of Economics.

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