Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Jonathan A. Batten and Francis In
| Year of publication: |
2006
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|---|---|
| Authors: | Batten, Jonathan A. ; In, Francis Haeuck |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 12 (1.8.), p. 881-892
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| Subject: | Eurobond | CAPM | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | Volatilität | Volatility | Japan | 1993-1998 |
| 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/10003377842