The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Year of publication: |
June 2017
|
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Authors: | Kim, Myeong Hyeon ; Kim, Changki ; Hwang, Injun |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 6, p. 578-598
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Subject: | Niedrigzinspolitik | Low-interest-rate policy | Wirkungsanalyse | Impact assessment | Wirtschaftsindikator | Economic indicator | Volatilität | Volatility | Zinsderivat | Interest rate derivative | USA | United States | 2006-2015 |
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