標(biāo)題: Titlebook: Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ; Amia Santini Book 2022 The Editor(s) [打印本頁] 作者: Flange 時間: 2025-3-21 17:04
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ影響因子(影響力)
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ影響因子(影響力)學(xué)科排名
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ網(wǎng)絡(luò)公開度
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ被引頻次
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ被引頻次學(xué)科排名
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ年度引用
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ年度引用學(xué)科排名
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ讀者反饋
書目名稱Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ讀者反饋學(xué)科排名
作者: Optometrist 時間: 2025-3-22 00:05 作者: 天氣 時間: 2025-3-22 01:33
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ978-3-658-37450-1Series ISSN 2625-3577 Series E-ISSN 2625-3615 作者: 競選運(yùn)動 時間: 2025-3-22 05:06
Shivani Desai,Tarjni Vyas,Vishakha Jambekarl sources of credit—from household savings to bank loans—compose demand and supply of loanable funds, which meet at the equilibrium level of interest rates in the economy. In such a setting, the main drivers of the behaviour of interest rates are expected economic growth, unexpected inflation, public deficits and public consumption.作者: 細(xì)微的差異 時間: 2025-3-22 10:54 作者: objection 時間: 2025-3-22 15:34
https://doi.org/10.1007/978-981-13-3209-8specifically, to the Eurozone. The first step of the analysis will revolve around variance swaps on two indices: Euro Stoxx 50 and DAX. The price data was collected from the Bloomberg terminal with the Bloomberg Data History Excel function.作者: objection 時間: 2025-3-22 18:42 作者: 玉米 時間: 2025-3-22 21:24
Chapter II: Excess Volatility Beyond Discount Rates, the case of time-varying discount rates. The next academic paper to be the subject of this analysis is Giglio and Kelly (2017). The paper aims to study the violation of internal consistency conditions implied by standard models for the prices of financial assets of different maturities.作者: Morphine 時間: 2025-3-23 03:03 作者: brother 時間: 2025-3-23 08:45
Hiroyuki Tamaki,Joost Baert,Petter Marumterest rates and of derivative instruments. The existing literature surrounding the analysis of the first two is presented with no empirical extension, but simply to provide an encompassing view of the results obtained thus far. The limitations of traditional models of rational expectations and of t作者: Petechiae 時間: 2025-3-23 12:19 作者: 圣人 時間: 2025-3-23 16:19 作者: moratorium 時間: 2025-3-23 19:44
https://doi.org/10.1007/978-3-319-57639-8 the case of time-varying discount rates. The next academic paper to be the subject of this analysis is Giglio and Kelly (2017). The paper aims to study the violation of internal consistency conditions implied by standard models for the prices of financial assets of different maturities.作者: synchronous 時間: 2025-3-23 23:06
https://doi.org/10.1007/978-981-13-3209-8specifically, to the Eurozone. The first step of the analysis will revolve around variance swaps on two indices: Euro Stoxx 50 and DAX. The price data was collected from the Bloomberg terminal with the Bloomberg Data History Excel function.作者: BOLUS 時間: 2025-3-24 03:24
Aparna Kumari,Rajesh Gupta,Sudeep Tanwaroth share prices and interest rates. It describes prices at any point in time as reflecting all the information that is available to the public, and long-term rates as dependent on the series of all future expected one-period short-term rates conditioned on information known in a given moment. Such 作者: cumulative 時間: 2025-3-24 09:16
BestMastershttp://image.papertrans.cn/e/image/318335.jpg作者: V洗浴 時間: 2025-3-24 10:48 作者: heart-murmur 時間: 2025-3-24 15:40 作者: 牛的細(xì)微差別 時間: 2025-3-24 19:58 作者: fluffy 時間: 2025-3-25 01:33
Hiroyuki Tamaki,Joost Baert,Petter Marum shifted to a relatively newer field of study: derivative instruments.?Previous results of excess volatility, recovered with a worldwide focus, are presented and an empirical analysis is performed to assess whether a similar outcome would be obtained in the Eurozone market.作者: alcohol-abuse 時間: 2025-3-25 06:12 作者: 機(jī)械 時間: 2025-3-25 09:10 作者: NEXUS 時間: 2025-3-25 15:28 作者: Supplement 時間: 2025-3-25 17:18 作者: 單片眼鏡 時間: 2025-3-25 21:23
2625-3577 s as a potential explanation of excess volatility. In fact, the martingale measure already incorporates all potential variation in risk premia, which is the mai978-3-658-37449-5978-3-658-37450-1Series ISSN 2625-3577 Series E-ISSN 2625-3615 作者: 公司 時間: 2025-3-26 02:56 作者: Foment 時間: 2025-3-26 05:08 作者: Grating 時間: 2025-3-26 10:55 作者: 松軟 時間: 2025-3-26 15:45 作者: Infusion 時間: 2025-3-26 17:18 作者: 感情脆弱 時間: 2025-3-26 21:44
Chapter II: Excess Volatility Beyond Discount Rates, the case of time-varying discount rates. The next academic paper to be the subject of this analysis is Giglio and Kelly (2017). The paper aims to study the violation of internal consistency conditions implied by standard models for the prices of financial assets of different maturities.作者: 間接 時間: 2025-3-27 05:12
Chapter III: Evidence of Excess Volatility in the Eurozone Market,specifically, to the Eurozone. The first step of the analysis will revolve around variance swaps on two indices: Euro Stoxx 50 and DAX. The price data was collected from the Bloomberg terminal with the Bloomberg Data History Excel function.作者: nocturia 時間: 2025-3-27 07:22 作者: 館長 時間: 2025-3-27 10:07
Synthesis Techniques of Carbon Nanotubes and Their Polymer Composites,turization in various fields such as computing, biomedical, sensors, and other applications. Carbon nanotubes, one of the allotropes of carbon, are an example of such material, which has opened up a new class of materials and technology. It has been of great interest due to its eye-catching properti作者: Gnrh670 時間: 2025-3-27 14:39 作者: 悲觀 時間: 2025-3-27 20:21
Evolution of Biological Systems in Random Media: Limit Theorems and Stability
