The Philippines call market for interest rate futures : mean reversion and volatility structure
Moon Hoe Lee and Osman Luis C. Ranit
| Year of publication: |
1996
|
|---|---|
| Authors: | Lee, Moon Hoe |
| Other Persons: | Ranit, Osman Luis C. (contributor) |
| Published in: |
Research in international business and finance / Supplement. - Greenwich, Conn. [u.a.] : JAI Pr., ZDB-ID 1344882-1. - 1996, p. 329-334
|
| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Kapitaleinkommen | Capital income | Philippinen | Philippines | 1992 |
| 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/10001217394