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 Date: 2004-11-23 12:03:49Bond duration Fixed income analysis Survival analysis |
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| First Page | Document Content | |
|---|---|---|
Date: 2004-11-23 12:03:49Bond duration Fixed income analysis Survival analysis |
Add to Reading List |
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