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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives - BestMasters Amia Santini 1st ed. 2022 edition
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives - BestMasters
Amia Santini
The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been documented by the existing literature, highlighting the limitations of traditional models of rational expectations and of reliance on the efficient market hypothesis.
77 pages, VII, 77 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | May 4, 2022 |
| ISBN13 | 9783658374495 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 77 |
| Dimensions | 150 × 220 × 10 mm · 131 g |
| Language | German |