Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Antonio Díaz, Francisco Jareño, Eliseo Navarro
| Year of publication: |
2022
|
|---|---|
| Authors: | Díaz Pérez, Antonio ; Jareño, Francisco ; Navarro Arribas, Eliseo |
| Subject: | callable bonds | moral hazard | volatility term structure | yield curve data | Zinsstruktur | Yield curve | Moral Hazard | Moral hazard | Anleihe | Bond | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184691