Work

Interest‐Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages

Year: 1987

Type: article

Source: Real Estate Economics

DOI: 10.1111/1540-6229.00420

Authors: Hun Y. Park, Anil K. Bera

Institution: University of Illinois Urbana-Champaign

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005124217

FWCI:

Cites: 14

Cited by: 35

Related to: 10