Interest rate risk management in uncertain times

Academic journals

Publication Date

2018-08-01

Publication Outlet

The Review of Financial Studies

Publication Authors

Lorenzo Bretscher

Lukas Schmid

Lorenzo Bretscher, Lukas Schmid and Andrea Vedolin (2018). Interest Rate Risk Management in Uncertain Times. The Review of Financial Studies, 31 (8), 3019-3060.

doi: 10.1093/rfs/hhy039