Multivariate Analysis of Interest Rate Risk

Roger N. Craine and James L. Pierce

A chapter in Risk and Capital Adequacy in Commercial Banks, 1981, pp 271-283 from National Bureau of Economic Research, Inc

Date: 1981
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.nber.org/chapters/c13530.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberch:13530

Ordering information: This item can be ordered from
http://www.nber.org/chapters/c13530

Access Statistics for this chapter

More chapters in NBER Chapters from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().