An evaluation of contingent immunization

Author:

Díaz Antonio,González María de la O,Navarro Eliseo,Skinner Frank S.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. When can you immunize a bond?;Balbás;Journal of Banking and Finance,1998

2. Term-structure factor shifts and economic news;Barrett;Financial Analysts Journal,2004

3. Spanish treasure bond market liquidity and volatility pre- and post-European monetary union;Díaz;Journal of Banking and Finance,2006

4. Common factors in international bond returns;Driessen;Journal of International Money and Finance,2003

5. Mean modified value-at-risk optimization with hedge funds;Favre;Journal of Alternative Investments,2002

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2. Model Risk in Bond Portfolio Hedging;SSRN Electronic Journal;2022

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