Information in the Term Structure of Yield Curve Volatility
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12388
Reference62 articles.
1. Do interest rate options contain information about excess returns?
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4. Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
5. Bauer Michael D. andGlenn D.Rudebusch 2014 Monetary policy expectations at the zero lower bound Working paper Federal Reserve Bank of San Francisco.
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