The Price of Fixed Income Market Volatility

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Product Information

ISBN9783319799674
PublisherSpringer International Publishing AG
Price (excl. tax)€68.77
Tax€4.13
Price (incl. tax)€72.90
Availability1 unit in external warehouse

Product Description

Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.