THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET
Interest rate is one of the most important factors to affect the financial market. Almost all kinds of assets which can be invested have the relationship with interest rate. This dissertation discusses the short-term interest rate change by using interest rate volatility models, C.I.R. model and C...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/22988/ |