How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?

DOI10.1016/S0165-1765(97)00133-XzbMATH Open0896.90013MaRDI QIDQ1389482FDOQ1389482

Authors: Takato Hiraki, Nobuya Takezawa 

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

Recommendations

• The Dynamics of Short-Term Interest Rate Volatility Reconsidered
• Fractional integration and the volatility of UK interest rates
• scientific article; zbMATH DE number 912569

zbMATH Keywords

term structurevolatilityJapanese interest rates

Mathematics Subject Classification ID

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A theory of the term structure of interest rates
• An equilibrium characterization of the term structure
• Title not available (Why is that?)
• Hypothesis Testing with Efficient Method of Moments Estimation
• Title not available (Why is that?)

Cited In (1)

• Sensitivity of stock returns to changes in the term structure of interest rates -- evidence from the German market

This page was built for publication: How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1389482)