Open AccessREIT modified duration and convexity
Author(s) -
Pierpaolo Pattitoni,
Barbara Petracci,
Massimo Spisni
Publication year - 2012
Publication title -
economics and business letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.197
H-Index - 4
ISSN - 2254-4380
DOI - 10.17811/ebl.1.3.2012.1-7
Subject(s) - real estate investment trust , econometrics , convexity , economics , real estate , interest rate , duration (music) , bond , financial economics , sample (material) , monetary economics , finance , art , chemistry , literature , chromatography