Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement

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

ISSN: 1526-5501 0025-1909

Année de publication: 2022

Volumen: 68

Número: 11

Pages: 8286-8300

Type: Article

DOI: 10.1287/MNSC.2021.4215 GOOGLE SCHOLAR