How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?
Year of publication: |
1997
|
---|---|
Authors: | Hiraki, Takato |
Other Persons: | Takezawa, Nobuya (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 56.1997, 3, p. 325-332
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Zins | Interest rate | Japan | 1987-1995 |
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