Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Year of publication: |
2012
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Authors: | Hautsch, Nikolaus ; Ou, Yangguoyi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 11, p. 2988-3007
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Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Volatilität | Volatility | Theorie | Theory | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Staatspapier | Government securities |
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