RELATIVE IMPORTANCE OF DURATION AND YIELD VOLATILITY ON BOND PRICE VOLATILITY

被引：10

|

作者：

YAWITZ, JB ^{[1
]}

机构：

[1] WASHINGTON UNIV,GRAD SCH BUSINESS ADM,ST LOUIS,MO 63110

来源：

JOURNAL OF MONEY CREDIT AND BANKING | 1977年 / 9卷 / 01期

关键词：

D O I：

10.2307/1992003

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：97 / 102

页数：6

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