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

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Number of pages	14
Edition	Discussion Paper Tinbergen Institute 2000-064/2
Publication status	Published - 2000

Series	Discussion Paper Tinbergen Institute
Volume	2000-064/2

Research programs

@book{77790bc43e474653ba13bdc0bfbe3448,

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

author = "WGPM Hallerbach",

year = "2000",

language = "Undefined/Unknown",

series = "Discussion Paper Tinbergen Institute",

publisher = "Tinbergen Institute",

edition = "Discussion Paper Tinbergen Institute 2000-064/2",

}