Modeling the time-varying volatility of the paperbill spread
Farooq Malik; Bradley T. Ewing; Jamie B. Kruse; Gerald J. Lynch
| Year of publication: |
2009
|
|---|---|
| Authors: | Malik, Farooq ; Ewing, Bradley T. ; Brown-Kruse, Jamie Lynette ; Lynch, Gerald J. |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 61.2009, 5, p. 404-414
|
| Subject: | Commercial Paper | Commercial paper | Staatspapier | Government securities | Zinsstruktur | Yield curve | Volatilität | Volatility | Schock | Shock | USA | United States | 2001-2007 |
| 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/10003882043