Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
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KeywordsYield Curve Risk; Interest Rate Risk; Immunization; Hedging;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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