Analyzing interest rate risk: stochastic volatility in the term structure of government bond yields
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Erschienen in
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2009,03
- Klassifikation
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Wirtschaft
- Schlagwort
-
Zinsrisiko
Zinsstruktur
Volatilität
Öffentliche Anleihe
Wirkungsanalyse
Schätzung
USA
Zinsänderungsrisiko
Zinsstruktur
Volatilität
Bundesanleihe
Konsol
Staatsanleihe
Zwangsanleihe
Wirkungsanalyse
Schätzung
Zinsänderungsrisiko
USA
- Ereignis
-
Veröffentlichung
- (wo)
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Frankfurt am Main
- (wer)
-
Univ.-Bibliothek Frankfurt am Main
- (wann)
-
2009
- Urheber
- URN
-
urn:nbn:de:hebis:30-63749
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:41 MEZ
Datenpartner
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Beteiligte
- Hautsch, Nikolaus
- Ou, Yangguoyi
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2009
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