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Books (1994), PUF

Les taux d'intérêt

This book summarizes the state of the art concerning interest rates. In seven chapters, micro as well as macro problems are presented. In particular, two chapters are devoted to the study of risk premia and to the term structure of interest rates. The impact of monetary policy on inflation and foreign exchange rates is studied. The last chapter concerns the question of interest rate risk.

AFTALION, F. and PONCET, P. (1994). Les taux d'intérêt. PUF, 128 pages.