Equity volatility as a determinant of future term-structure volatility
Naresh Bansal, Robert A. Connolly, Chris Stivers
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Bansal, Naresh K. ; Connolly, Robert A. ; Stivers, Christopher T. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 25.2015, p. 33-51
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| Subject: | Equity risk | Term structure | Bond volatility | Volatilität | Volatility | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2015.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477263