Predicting interest rate volatility using information on the yield curve
Year of publication: |
September 2015
|
---|---|
Authors: | Takamizawa, Hideyuki |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 15.2015, 3, p. 347-386
|
Subject: | US-Dollar | US dollar | Zinsstruktur | Yield curve | Volatilität | Volatility | Prognose | Forecast | ARCH-Modell | ARCH model | Welt | World | 1991-2009 |
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