Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration

WGPM Hallerbach

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	287-294
Number of pages	8
Journal	Applied Financial Economics
Volume	4
Issue number	13
DOIs	https://doi.org/10.1080/09603100210135720
Publication status	Published - 2003

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@article{14bca309597746429b8f7dca3eadac55,

title = "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration",

author = "WGPM Hallerbach",

year = "2003",

doi = "10.1080/09603100210135720",

language = "Undefined/Unknown",

volume = "4",

pages = "287--294",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis Ltd",

number = "13",

}