Assessing the compensation for volatility risk implicit in interest rate derivatives
Year of publication: |
2010
|
---|---|
Authors: | Fornari, Fabio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 4, p. 722-743
|
Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Volatilität | Volatility | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Euro | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | 1998-2006 |
-
Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio, (2008)
-
Assessing the Compensation for Volatility Risk Implicit in Interest Rate Derivatives
Fornari, Fabio, (2021)
-
Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio, (2008)
- More ...
-
Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio, (2008)
-
The role of financial variables in predicting economic activity
Espinoza, Raphael, (2009)
-
Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio, (2010)
- More ...