Subject
Law,Economics, Econometrics and Finance (miscellaneous),Business, Management and Accounting (miscellaneous)
Reference5 articles.
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2. Brennan, M. J. und Schwartz, E. S. (1982a): An Equilibrium Model of Bond Pricing and a Test of Market Efficiency, in: Journal of Financial and Quantitative Analysis, Vol. 17, 1982, S. 301 - 329.
3. Brennan, M. J. und Schwartz, E. S. (1982b): Bond Pricing and Market Efficiency, in: Financial Analysts Journal, September / October 1982, S. 3 - 10.
4. Bußmann, J. (1988): Messung und Management von Zinsänderungsrisiken. Eine empirische Untersuchung alternativer Risikomaße für den Deutschen Rentenmarkt, Verlag P. Lang, Bern 1988.
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