Anstieg und Rückgang der Volatilität der US-Dollar-Zinssätze : was Swaptions aussagen
Year of publication: |
2005
|
---|---|
Authors: | Fornari, Fabio |
Published in: |
BIZ-Quartalsbericht. - Basel : BIZ, Währungs- und Wirtschaftsabt., ISSN 1683-0164, ZDB-ID 2045616-5. - 2005, p. 101-113
|
Subject: | Zins | Interest rate | US-Dollar | US dollar | Volatilität | Volatility | Swap | Regressionsanalyse | Regression analysis | 1998-2004 |
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