Revisiting the Shape of the Yield Curve; The Effect of Interest Rate Volatility--application of butterfly trade
碩士 === 國立臺北大學 === 企業管理學系 === 90 === This paper has investigated the relationship between the interest rate volatility and the shape of the yield curve. In particular, the effect of the short rate volatility on the level, slope, and curvature of the yield curve has been assessed. The empir...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15765671536732573659 |