The predictive power of the implied volatility of interest rates : evidence from USD, EUR, and JPY swaption
Takahiro Hattori
| Year of publication: |
2017
|
|---|---|
| Authors: | Hattori, Takahiro |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2017, 1, p. 67-76
|
| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Euro | US-Dollar | US dollar | Yen |
| 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/10011697773