Modeling short-term interest rate volatility : information shocks versus interest rate levels
Gregory Koutmos
| Year of publication: |
2000
|
|---|---|
| Authors: | Koutmos, Gregory |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 9.2000, 4, p. 19-22
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Zinsstruktur | Yield curve | Schätzung | Estimation | Industrieländer | Industrialized countries | 1981-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001495246