Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Pierre Collin-Dufresne and Robert S. Goldstein
| Year of publication: |
2002
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|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 4, p. 1685-1730
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| Subject: | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | USA | United States | Großbritannien | United Kingdom | Japan | 1995-2000 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 1728 - 1730 In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001696255