Duration and globalization

Zvika Afik; Gady Jacoby; Zvi Wiener

doi:10.3905/jfi.2018.28.2.031

Duration and globalization

Zvika Afik, Gady Jacoby, Zvi Wiener

Department of Business Administration

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Original language	English
Pages (from-to)	31-43
Number of pages	13
Journal	Journal of Fixed Income
Volume	28
Issue number	2
DOIs	https://doi.org/10.3905/jfi.2018.28.2.031
State	Published - 1 Sep 2018

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.3905/jfi.2018.28.2.031

Cite this

@article{f6abc6f2c7a14f6ab906c3a3b9d30198,

title = "Duration and globalization",

author = "Zvika Afik and Gady Jacoby and Zvi Wiener",

note = "Funding Information: Gady Jacoby thanks the Bryce Douglas Professorship in Financial Management and the Social Sciences and Humanities Research Council of Canada for its financial support. Zvi Wiener thanks the Krueger Center at the Hebrew University and support from the Israeli Science Foundation (ISF). Thanks also to Chuan Liao, Aviel Yukelson, Oneg Lamed, Avi Meshayev, and Elroey Hadad for research assistance. All errors are the exclusive fault of the authors.",

year = "2018",

month = sep,

day = "1",

doi = "10.3905/jfi.2018.28.2.031",

language = "English",

volume = "28",

pages = "31--43",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

number = "2",

}

TY - JOUR

T1 - Duration and globalization

AU - Afik, Zvika

AU - Jacoby, Gady

AU - Wiener, Zvi

N1 - Funding Information: Gady Jacoby thanks the Bryce Douglas Professorship in Financial Management and the Social Sciences and Humanities Research Council of Canada for its financial support. Zvi Wiener thanks the Krueger Center at the Hebrew University and support from the Israeli Science Foundation (ISF). Thanks also to Chuan Liao, Aviel Yukelson, Oneg Lamed, Avi Meshayev, and Elroey Hadad for research assistance. All errors are the exclusive fault of the authors.

PY - 2018/9/1

Y1 - 2018/9/1

UR - http://www.scopus.com/inward/record.url?scp=85054764776&partnerID=8YFLogxK

U2 - 10.3905/jfi.2018.28.2.031

DO - 10.3905/jfi.2018.28.2.031

M3 - Article

AN - SCOPUS:85054764776

SN - 1059-8596

VL - 28

SP - 31

EP - 43

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 2

ER -

Duration and globalization

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this