Crashes in bond markets and the hedging mortgage-backed securities

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@article{dd7891f0e4444225b3edcde77426e03e,

title = "Crashes in bond markets and the hedging mortgage-backed securities",

author = "Andreas Krause",

year = "2003",

language = "English",

volume = "13",

pages = "19--32",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Institutional Investor, Inc",

number = "3",

}