"Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement."

Jens H. E. Christensen, Jose A. Lopez, Paul L. Mussche (2022)

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DOI: 10.1287/MNSC.2021.4215

access: closed

type: Journal Article

metadata version: 2023-01-31

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Jens H. E. Christensen, Jose A. Lopez, Paul L. Mussche:
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement. Manag. Sci. 68(11): 8286-8300 (2022)

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