Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components

Thomas Cooley and Stephen LeRoy

Working Papers from Rochester, Business - General

Keywords: financial market; interest rate (search for similar items in EconPapers)
Pages: 21 pages
Date: 1991
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:robuge:91-02

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