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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/title/5285/item/574950, accessed on November 20, 2018.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102