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The Price of Fixed Income Market Volatility

About The Price of Fixed Income Market Volatility

Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.

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  • Language:
  • English
  • ISBN:
  • 9783319799674
  • Binding:
  • Paperback
  • Pages:
  • 250
  • Published:
  • March 30, 2018
  • Edition:
  • 12015
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 454 g.
Delivery: 2-4 weeks
Expected delivery: July 26, 2024

Description of The Price of Fixed Income Market Volatility

Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.

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