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Reconsidering the Prudential Filter for the Cash Flow Hedge..:

Knobloch, Alois Paul ; Krauß, Felix
Credit and Capital Markets – Kredit und Kapital; Credit and Capital Markets – Kredit und Kapital: Volume 54, Issue 2.  54 (2021)  2 - p. 265-299 , 2021
Link: https://doi.org/10.3790/ccm.54.2.265