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The Journal of Fixed Income

The Journal of Fixed Income

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Primary Article

Pricing Interest-Sensitive Claims When Interest Rates Have Stationary Components

Thomas F. Cooley, Stephen F. Leroy and William R. Parke
The Journal of Fixed Income Spring 1992, 1 (4) 64-73; DOI: https://doi.org/10.3905/jfi.1992.408034
Thomas F. Cooley
Professor of Economics at the William E. Simon Graduate School of Business at the University of Rochester.
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Stephen F. Leroy
Carlson Professor of Finance and Economics at the Carlson School of Management of the University of Minnesota in Minneapolis.
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William R. Parke
Associate Professor of Economics at the University of North Carolina at Chapel Hill.
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The Journal of Fixed Income
Vol. 1, Issue 4
Spring 1992
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Pricing Interest-Sensitive Claims When Interest Rates Have Stationary Components
Thomas F. Cooley, Stephen F. Leroy, William R. Parke
The Journal of Fixed Income Mar 1992, 1 (4) 64-73; DOI: 10.3905/jfi.1992.408034

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Pricing Interest-Sensitive Claims When Interest Rates Have Stationary Components
Thomas F. Cooley, Stephen F. Leroy, William R. Parke
The Journal of Fixed Income Mar 1992, 1 (4) 64-73; DOI: 10.3905/jfi.1992.408034
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