Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

by Amia Santini

1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.

MoreLess

Year of publication:	2022
Authors:	Santini, Amia
Publisher:	2022.: Wiesbaden : Springer Fachmedien Wiesbaden 2022.: Wiesbaden : Imprint: Springer Gabler
Subject:	derivatives \| risk-neutral measure \| natural expectations \| excess volatility \| eurozone \| rational expectations \| Zinsstruktur \| Yield curve \| Volatilität \| Volatility \| Derivat \| Derivative \| Rationale Erwartung \| Rational expectations \| Eurozone \| Euro area \| Börsenkurs \| Share price \| EU-Staaten \| EU countries \| Erwartungsbildung \| Expectation formation \| Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium \| Schätzung \| Estimation

Extent:	1 Online-Ressource (VII, 77 p.)
Series:	BestMasters Springer eBook Collection
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift
Language:	English
Thesis:	Masterarbeit
ISBN:	978-3-658-37450-1 ; 978-3-658-37449-5 ; 978-3-658-37451-8
Other identifiers:	10.1007/978-3-658-37450-1 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013192353