Work

Systematic Interest-Rate Risk in a Two-Index Model of Returns

Year: 1974

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2329656

Author: Bernell K. Stone

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2120559424

FWCI: 1.607

Cites: 15

Cited by: 294

Related to: 10