Term structure and volatility shocks PDF

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DOI 10.1007/978-94-007-0434-3 400 Route des Chappes 06903 Sophia Antipolis

21 ??? 1995 H. Pagès (Bank of France): "Is there a premium for currencies correlated with ... the increase in bond market volatility in 1993-94 ...

14 ?????? 2021 James F. Reilly II Director ... China

DOI 10.1007/978-94-007-1318-5 A. Rival UMR DIADE CIRAD

DOI 10.1007/978-94-007-0934-8 École française d'Extrême-Orient (French School of Asian Studies) ... Philos Trans R Soc Biol Sci 360:77–94.

Government bond returns from seven countries are used to illustrate the methods. The term structure returns in France (1994-96). Component.

3 ??? 2000 rank correlations with two of the credit rating agencies were 94%. ... In addition to bond ratings published by credit rating agencies ...

of Educational Purpose 13 DOI 10.1007/978-94-007-0268-4_1

Environmental Pollution 19 DOI 10.1007/978-94-007-0162-5_1

7 ?????? 2021 U.S. Treasuries U.S. government-sponsored enterprises and government agency mortgage-backed securities