THE MARKET - Bond Market Volatility Compared to Stock Market Volatility - The high volatility of rates of returns on bonds during the 1980s received a great deal of attention because it is readily acknowledged that bond return volatility is critical to the analysis and management of bonds. Yet there has been no detailed analysis of bond market volatility for the pre-1980 period that would allow ...
Year of publication: |
2000
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Authors: | Reilly, Frank K. ; Wright, David J. ; Chan, Kam C. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 27.2000, 1, p. 82-92
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