On the efficiency of capital markets : an analysis of the short end of the UK term structure
Year of publication: |
2011
|
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Authors: | Hughes Hallett, Andrew ; Richter, Christian |
Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 147-162
|
Subject: | Zinsstruktur | Yield curve | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Volatilität | Volatility | Zinsparität | Interest rate parity | Börsenkurs | Share price |
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