Dynamic immunisation does not imply cash flow matching: a hard application to Spain-Reference-Cited by-同舟云学术

Dynamic immunisation does not imply cash flow matching: a hard application to Spain

Published:2017-01 Issue:1 Volume:30 Page:238-255
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

De La Peña J. Iñaki¹^ORCID,Garayeta Asier²,Iturricastillo Iván³

Affiliation:

1. Faculty of Business Administration, University of the Basque Country (UPV/EHU), Bilbao, Spain

2. Actuarial Science, University of the Basque Country (UPV/EHU), Bilbao, Spain

3. School of Business Administration, University of the Basque Country (UPV/EHU), Vitoria-Gasteiz, Spain

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://tandfonline.com/doi/pdf/10.1080/1331677X.2017.1305780

Reference42 articles.

1. A note on immunization under a general stochastic equilibrium model of the term structure

2. Balbás, A. & Ibáñez, A. (1995, October).Dispersion Measures as immunization risks´measures(Working papers No. 18 01). Madrid: Universidad Carlos III.

3. Duration Gap for Financial Institutions

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