INTEREST-RATE VOLATILITY, BASIS RISK AND HETEROSCEDASTICITY IN HEDGING MORTGAGES

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作者：

PARK, HY

BERA, AK

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来源：

AREUEA JOURNAL-JOURNAL OF THE AMERICAN REAL ESTATE & URBAN ECONOMICS ASSOCIATION | 1987年 / 15卷 / 02期

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F8 [财政、金融];

学科分类号：

0202 ;

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页码：79 / 97

页数：19

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