Showing 1 - 10 of 60
Persistent link: https://www.econbiz.de/10001577848
Persistent link: https://www.econbiz.de/10000907527
Persistent link: https://www.econbiz.de/10001577552
Persistent link: https://www.econbiz.de/10002116841
risk compensation cannot vary independently of interest rate volatility. I also describe and empirically estimate a class … the usual models, but allow the compensation for interest rate risk to vary independently of interest rate volatility … features: the compensation that investors receive for facing risk is a multiple of the variance of the risk. This means that …
Persistent link: https://www.econbiz.de/10005721475
risk compensation cannot vary independently of interest rate volatility. I also describe and empirically estimate a class … the usual models, but allow the compensation for interest rate risk to vary independently of interest rate volatility … features: the compensation that investors receive for facing risk is a multiple of the variance of the risk. This means that …
Persistent link: https://www.econbiz.de/10010702244
Persistent link: https://www.econbiz.de/10001577789
Persistent link: https://www.econbiz.de/10001686940
Persistent link: https://www.econbiz.de/10001686948
Persistent link: https://www.econbiz.de/10001686954