Macroeconomic announcements and implied volatilities in swaption markets
Year of publication: |
2004
|
---|---|
Authors: | Fornari, Fabio |
Published in: |
BIS Quarterly Review. - Bank for International Settlements (BIS). - 2004, September
|
Publisher: |
Bank for International Settlements (BIS) |
-
Does geography matter to bondholders?
Francis, Bill, (2007)
-
Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
Dötz, Niko, (2007)
-
Sicherheits-orientiertes Portfoliomanagement
Müller, Sebastian, (2005)
- 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 ...