Shadow risk-free returns when hedging the interest rate risk
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-04-09 (All new papers)
- NEP-FIN-2003-04-09 (Finance)
- NEP-FMK-2003-04-09 (Financial Markets)
- NEP-IAS-2003-04-09 (Insurance Economics)
- NEP-RMG-2003-04-09 (Risk Management)
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