Modeling the time-varying volatility of the paperbill spread
Year of publication: |
2009
|
---|---|
Authors: | Malik, Farooq ; Ewing, Bradley T. ; Brown-Kruse, Jamie Lynette ; Lynch, Gerald J. |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 61.2009, 5, p. 404-414
|
Subject: | Commercial Paper | Commercial paper | Staatspapier | Government securities | Zinsstruktur | Yield curve | Volatilität | Volatility | Schock | Shock | USA | United States | 2001-2007 |
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