Volatility- An investigation of the relationship between price- and yield volatility
This report investigates the relationship between the yield volatility and the price volatility in the Swedish market. The method given in our report can be used to analyze any market with appropriate data set. We have used a time-series data of interest rate yield curves from Swedish government bon...
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| Format: | Others |
| Language: | English |
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Mälardalens högskola, Akademin för utbildning, kultur och kommunikation
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-51054 |