1. The Implied Volatility of U.S. Interest Rates
Title | The Implied Volatility of U.S. Interest Rates : Evidence from Callable U.S. Treasuries |
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Author info | Robert R. Bliss, Ehud I. Ronn |
Author | Bliss Robert R. |
Co-authors | Ronn Ehud I. |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1995. - 34 s. |
Issue | 1. ed. |
Edition | Working Paper , 95-12 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.77/.78 - Úver. Úrok |
Keywords | dlhopisy * miera úroková * USA |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 722885 |