Carcano, Nicola (contributor) - 2004 - [Elektronische Ressource]
versus Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization
(with Silverio Foresi), Journal of Banking and … ........................................................................................................................38
3.4. A statistical analysis of interest rate changes: volatility and correlation ...............40
3.4.1. Empirical … the pure forward rate premium hypothesis............................45
3.5. A statistical analysis of interest rate …