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Journal Article
Movements in the term structure of interest rates
Bliss, Robert R.
(1997-10-04)
Bond prices tend to move together. Stocks tend to go their own way. This distinction requires completely different approaches to managing risks for these securities. For equities the emphasis is on reducing idiosyncratic risk through portfolio diversification. For interest rate-sensitive securities it is on precisely balancing a portfolio to achieve the desired exposure to systematic risk factors. ; Hedging to reduce or eliminate the common factors influencing an interest rate-sensitive portfolio's value requires a model of interest rate behavior. This article reviews and extends previous ...
Economic Review
, Volume 82
, Issue Q 4
, Pages 16-33
Journal Article
What hath the Fed wrought? Interest rate smoothing in theory and practice
Roberds, William
(1992-01)
Economic Review
, Issue Jan
, Pages 12-24
Journal Article
Interest rate swaps: a review of the issues
Wall, Larry D.; Pringle, John J.
(1988-11)
Economic Review
, Issue Nov
, Pages 22-40
Journal Article
Interest-rate caps, collars, and floors
Abken, Peter A.
(1989-11)
Economic Review
, Issue Nov
, Pages 2-25
Journal Article
Capital requirements for interest-rate and foreign-exchange hedges
Pringle, John J.; Wall, Larry D.; McNulty, James E.
(1990-05)
Economic Review
, Issue May
, Pages 14-28
Journal Article
Observations about liquidity effects: the difficulties of exploring a simple idea
Cunningham, Thomas J.
(1987-09)
Economic Review
, Issue Sep
, Pages 14-22
Journal Article
Beyond duration: measuring interest rate exposure
Cohen, Hugh
(1993-03)
Economic Review
, Issue Mar
, Pages 23-31
Journal Article
Recent views of viewing the real rate of interest
Cunningham, Thomas J.; Cunningham, Rosemary Thomas
(1990-07)
Economic Review
, Issue Jul
, Pages 28-37
Journal Article
The effects of OPEC and economic policy on worldwide real interest rates
Whitt, Joseph A.
(1987-11)
Economic Review
, Issue Nov
, Pages 26-41
Journal Article
Innovations in modeling the term structure of interest rates
Abken, Peter A.
(1990-07)
Economic Review
, Issue Jul
, Pages 2-27
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