He, Jiecao; Hsieh, Chang-Chieh; Huang, Zi-Wei; Lin, … - 2023
parameters, such as the yield curve and volatility term structure, might reflect the occurrences of macroeconomic events, such as … accurate result, following the economic intuitions. Last but not least, we examine the impacts from the shifting of the yield … curve and volatility term structure by sensitivity analysis. We find that the price positively correlates with the …