How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482)
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scientific article; zbMATH DE number 1170196
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| English | How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? |
scientific article; zbMATH DE number 1170196 |
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How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (English)
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30 June 1998
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Japanese interest rates
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volatility
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term structure
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0.7419628500938416
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0.7079242467880249
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