The problem of estimating the volatility of zero coupon bond interest rate
Financial literature and financial industry use often zero coupon yield curves as input for testing hypotheses, pricing assets or managing risk. They assume this provided data as accurate. We analyse implications of the methodology and of the sample selection criteria used to estimate the zero coupo...
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| Outros Autores: | , |
| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2012
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.21/1410 |
| País: | Portugal |
| Oai: | oai:repositorio.ipl.pt:10400.21/1410 |