Two Essays on Volatility in Bond Market

Two Essays on Volatility in Bond Market
Author: Madhu Kalimipalli
Publisher:
Total Pages: 160
Release: 1999
Genre: Bonds
ISBN:

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Two Essays on Volatility in Bond Market
Language: en
Pages: 160
Authors: Madhu Kalimipalli
Categories: Bonds
Type: BOOK - Published: 1999 - Publisher:

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Essays on Bond Markets
Language: en
Pages: 0
Authors: Luis Ceballos
Categories:
Type: BOOK - Published: 2022 - Publisher:

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This dissertation contains three chapters on the topic of bond markets. The first chapter examines the pricing of inflation volatility risk --uncertainty on the
Optimal Trading Strategies and Risk in the Government Bond Market
Language: en
Pages: 376
Authors: Hendrik Aaldrik Jan Koster
Categories: Government securities
Type: BOOK - Published: 1987 - Publisher:

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Two Essays on the Corporate Bond Market
Language: en
Pages: 288
Authors: George Theocharides
Categories:
Type: BOOK - Published: 2006 - Publisher:

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This dissertation consists of twopapers. The first paper examines the propagation of firm-specific shocks as well as market-wide shocks between 1995-2003 using
The Economics of Recent Bond Yield Volatility
Language: en
Pages: 140
Authors: C. E. V. Borio
Categories: Bond market
Type: BOOK - Published: 1996 - Publisher: Bank for International Settlements

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