The Price of Fixed Income Market Volatility

Antonio Mele, Yoshiki Obayashi

Springer International Publishing AG, 2018

79,75 €On orderDelivery: 2-3 weeks

Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.

ISBN-13
9783319799674
ISBN-10
3319799673
Publisher
Springer International Publishing AG
Year
2018
Publication date
2018-03-30
Pages
250
Dimensions
234x156x19
Weight
406