Can interest rate volatility be extracted from the cross section of bond yields?
Pierre Collin-Dufresne; Robert S. Goldstein; Christopher S. Jones
| Year of publication: |
2009
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Jones, Christopher S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 94.2009, 1, p. 47-66
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Anleihe | Bond | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Risikoprämie | Risk premium |
| 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/10003891547