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Volatility risk premium in the interest rate market: Eviden..:
Byun, Suk Joon
;
Chang, Ki Cheon
International Review of Financial Analysis. 40 (2015) - p. 88-102 , 2015
Link:
https://doi.org/10.1016/j.irfa.2015.03.018
RT Journal T1 <Title>Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.irfa.2015.03.018&Exemplar=1&LAN=DE A1 Byun, Suk Joon A1 Chang, Ki Cheon PB Elsevier BV YR 2015 SN 1057-5219 JF International Review of Financial Analysis VO 40 SP 88 OP 102 LK http://dx.doi.org/https://doi.org/10.1016/j.irfa.2015.03.018 DO https://doi.org/10.1016/j.irfa.2015.03.018 SF ELIB - SuUB Bremen
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