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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