Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy-Reference-Cited by-同舟云学术

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Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy

Published:2021-01 Issue: Volume:70 Page:101265
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Fooladi Iraj J.,Jacoby Gady^ORCID,Jin Lynn

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference15 articles.

1. Duration Analysis; Managing Interest Rate Risk;Bierwag,1987

2. Bond returns, discrete stochastic processes and duration;Bierwag;J. Financ. Res.,1987

3. Single factor duration models in a discrete general equilibrium framework;Bierwag;J. Finan.,1982

4. An immunization strategy is a minimax strategy;Bierwag;J. Finan.,1982

5. Risk Management with Duration: Potential and Limitations;Bierwag;Can. J. Admin. Sci.,2000

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The conceptual study of the moderating effect of inflation rate on the relationship between determinants of dividend and dividend payouts of publicly listed companies in Malaysia;INTERNATIONAL CONFERENCE ON SUSTAINABLE MATERIALS SCIENCE, STRUCTURES, AND MANUFACTURING;2023

2. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2022

3. F: International and National Economies;World Banking Abstracts;2021-11-07

4. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2021

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