Work

Information in the Term Structure of Yield Curve Volatility

Year: 2016

Type: article

Source: The Journal of Finance

DOI: 10.1111/jofi.12388

Authors: ANNA CIESLAK, PAVOL POVALA

Institutions: Duke University, Birkbeck, University of London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2372629720

FWCI: 13.97

Cites: 71

Cited by: 101

Related to: 10