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subject:"Volatility"
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Volatility
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Impact of QE on European sovereign bond market
Martin, Franck
;
Zhang, Jiangxingyun
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2017
Persistent link: https://www.econbiz.de/10011712977
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2
Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte
;
Lund, Jesper
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2002
Persistent link: https://www.econbiz.de/10001683214
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
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2000
Persistent link: https://www.econbiz.de/10001453874
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