On the robustness of short-term interest rate models
Article Abstract:
Research information for the robustness of a range of short-term interest rate models in eight countries is given. The research shows that parameter estimates are very sensitive to the factors outlined in the research done in the eight countries.
Publisher: Blackwell Publishers Ltd.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2003
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2003
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The relation between implied and realised volatility in the Danish option and equity markets
Article Abstract:
Analysis and research into the concerns surrounding the informational efficiency of illiquid options markets is discussed. The focus of the research is on the Danish KFX share index.
Publisher: Blackwell Publishers Ltd.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2001
Security and Commodity Services, Securities & Commodities Services, Securities, Commodity Contracts, and Other Financial Investments and Related Activities, Securities industry
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Research, United States, Accounting, Finance
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