How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?
Takato Hiraki ; Nobuya Takezawa
| Year of publication: |
1997
|
|---|---|
| Authors: | Hiraki, Takato |
| Other Persons: | Takezawa, Nobuya (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 56.1997, 3, p. 325-332
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Zins | Interest rate | Japan | 1987-1995 |
| 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/10001229817