Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire
Francesco Drudi ; Roberto Violi
| Year of publication: |
2000
|
|---|---|
| Authors: | Drudi, Francesco ; Violi, Roberto |
| Published in: |
Economie & prévision : EP. - Paris : Documentation Française, ISSN 0249-4744, ZDB-ID 779090-9. - 1999, 4/5, p. 21-34
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| Subject: | Euromarkt | Euromarkets | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory | Wechselkurs | Exchange rate | Internationale Anleihe | International bond | Schätzung | Estimation | Italien | Italy | 1991-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: The term structure of interest rates, volatility and risk premia In: Economie & prévision |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001490857