Default Risk and the Effective Duration of Bonds

Financial Analysts Journal - Tập 53 Số 1 - Trang 35-44 - 1997
David F. Babbel1, Craig Merrill2, William H. Panning3
1David F. Babbel is a professor in the finance department at The Wharton School of the University of Pennsylvania.
2Craig Merrill is a Grant Taggart Fellow and assistant professor at the Marriott School of Management at Brigham Young University.
3William Panning is a private financial economist in Hartford, Connecticut.

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