Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Nikolaus Hautsch; Yangguoyi Ou
| Year of publication: |
2012
|
|---|---|
| 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
|
| Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Kapitaleinkommen | Capital income | Staatspapier | Government securities |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673006