Assessing the compensation for volatility risk implicit in interest rate derivatives
Fabio Fornari
| Year of publication: |
2010
|
|---|---|
| Authors: | Fornari, Fabio |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 4, p. 722-743
|
| Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Volatilität | Volatility | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Euro | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | 1998-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009267247