Multivariate Analysis of Interest Rate Risk

Roger N. Craine & James L. Pierce
Published Date
Copyright 1981
ISBN 0226502813
Book: Risk and Capital Adequacy in Commercial Banks
Book editor: Sherman J. Maisel
PUBLISHER: University of Chicago Press
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  • Roger N. Craine and James L. Pierce, Risk and Capital Adequacy in Commercial Banks (University of Chicago Press, 1981), chap. 12, https://www.nber.org/books-and-chapters/risk-and-capital-adequacy-commercial-banks/multivariate-analysis-interest-rate-risk.

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