3. A parallel shift in the yield curve means that the yield for all maturities change by...
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3. A parallel shift in the yield curve means that the yield for all maturities change by the same number of basis points.
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Related Book For
Measuring And Controlling Interest Rate And Credit Risk
ISBN: 9780471268062
2nd Edition
Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
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