Interest rate risk management in uncertain times

Academic journals

Publication Date

01/08/2018

The Review of Financial Studies

Publication Authors

Lorenzo Bretscher

Lukas Schmid

Andrea Vedolin

Lorenzo Bretscher, Lukas Schmid and Andrea Vedolin (2018). Interest Rate Risk Management in Uncertain Times. The Review of Financial Studies, 31 (8), 3019-3060.

doi: 10.1093/rfs/hhy039