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The Journal of Fixed Income

The Journal of Fixed Income

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Primary Article

Duration and Convexity of Coupon Bonds Futures

Naoki Kishimoto
The Journal of Fixed Income Summer 1998, 8 (1) 79-83; DOI: https://doi.org/10.3905/jfi.1998.408230
Naoki Kishimoto
An assistant professor at the University of Tsukuba in Japan.
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The Journal of Fixed Income
Vol. 8, Issue 1
Summer 1998
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Duration and Convexity of Coupon Bonds Futures
Naoki Kishimoto
The Journal of Fixed Income Jun 1998, 8 (1) 79-83; DOI: 10.3905/jfi.1998.408230

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Duration and Convexity of Coupon Bonds Futures
Naoki Kishimoto
The Journal of Fixed Income Jun 1998, 8 (1) 79-83; DOI: 10.3905/jfi.1998.408230
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