A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
Bardoux, Frederic, Colin, Andrew, & Cubilie, Mathieu (2006) A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution. The Journal of Performance Measurement, 10(4), pp. 18-28.
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| ID Code: | 22054 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | Yield Curve, Attribution, Fixed Income |
| ISSN: | 1522-8746 |
| Subjects: | Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) |
| Divisions: | Current > QUT Faculties and Divisions > QUT Business School Current > Schools > School of Accountancy |
| Deposited On: | 17 Jun 2009 23:04 |
| Last Modified: | 29 Feb 2012 23:21 |
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