Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
Year of publication: |
2004
|
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Authors: | Grasselli, Martino ; Tebaldi, Claudio |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 3, p. 359-374
|
Subject: | Anleihe | Bond | USA | United States | Volatilität | Volatility | Theorie | Theory |
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