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Duration Models: A Taxonomy; Durations of Nondefault-Free Securities, SM-88-6

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Duration Models: A Taxonomy; Durations of Nondefault-Free Securities, SM-88-6" in Working Papers (Federal Reserve Bank of Chicago) (1988). https://fraser.stlouisfed.org/scribd/?item_id=574950&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_1988-06.pdf, accessed on December 13, 2017.

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