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Bond duration / Fixed income analysis / Survival analysis


Do decreasing hazard functions of price durations make any sense? Luis J. Álvarez, Pablo Burriel and Ignacio Hernando Banco de España This draft: November 2004
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Document Date: 2004-11-23 12:03:49


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City

Nickell / Lancaster / /

Company

Ignacio Hernando Banco de España This / /

Country

Germany / Belgium / France / Austria / United States / Italy / Spain / /

IndustryTerm

energy producers / unprocessed food / intermediate / food products / energy / /

Organization

Instituto Nacional / /

Person

Taylor / Aránzazu García-Almuzara / Frank Smets / Harald Stahl / Jordi Galí / Stephen Cecchetti / Dotsey / Calvo / Josef Baumgartner / Giovanni Veronese / Philip Vermeulen / Vitor Gaspar / Hervé Le Bihan / Manuel Garrido / Daniel Dias / Alex Wolman / Emmanuel Dhyne / Pablo Burriel / Patrick Sevestre / Pedro Neves / Alberta Ruiz del Campo / Luis J. Álvarez / /

Position

King / model / state dependent model of Dotsey / agents The model / General / producer / /

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