Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement

  1. Christensen, J.H.E.
  2. Lopez, J.A.
  3. Mussche, P.L.
Journal:
Management Science

ISSN: 1526-5501,  0025-1909

Year of publication: 2022

Volume: 68

Issue: 11

Pages: 8286-8300

Type: Article

DOI: 10.1287/MNSC.2021.4215 GOOGLE SCHOLAR
Data source: Scopus