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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|Item Type:||Journal Article|
|Keywords:||Yield Curve, Attribution, Fixed Income|
|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 13:04|
|Last Modified:||29 Feb 2012 13:21|
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