Journal of Financial Markets
Vol. 25
2015
Equity volatility as a determinant of future term-structure volatility
Naresh
Bansal1;
Robert A.
Connolly2;
Chris
Stivers3
1 Saint Louis University · 2 University of North Carolina at Chapel Hill · 3 University of Louisville
- DOI
- 10.1016/j.finmar.2015.05.002
- Volume
- 25
- Pages
- 33-51
- Language
- en
- Sources
-
crossref
openalex
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