| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7342955 | Cuadernos de Economía | 2014 | 19 Pages |
Abstract
The paper reviews the literature on how the term structure of interest rates (TSIR) can be used to implement passive and active fixed income portfolio strategies. This is done by defining the concept, explaining the risk of interest rates, and detailing several fixed income portfolio strategies.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Julián Andrada-Félix, Adrián Fernández-Pérez, Fernando Fernández-RodrÃguez,