Titlebook: Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivativ; Amia Santini Book 2022 The Editor(s)

Flange

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

Optometrist

天氣

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

競(jìng)選運(yùn)動(dòng)

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.

細(xì)微的差異

objection

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.

objection

玉米

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.

Morphine

brother

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