Price of fixed income market volatility, the
Auteur :
Mele, Antonio / Obayashi, Yoshiki
Éditeur :
Springer International Publishing AG
ISBN :
9783319799674
Date de publication :
30 mars 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.