The zero lower bound and economic determinants of the volatility surface in the interest cap markets

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Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Kim, Myeong Hyeon (VerfasserIn)
Weitere Verfasser: Kim, Changki (VerfasserIn), Hwang, Injun (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: June 2017
Schlagworte:
2006-2015 > Niedrigzinspolitik > Wirkungsanalyse > Wirtschaftsindikator > Volatilität > Zinsderivat > USA > Aufsatz in Zeitschrift
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