๐”– Bobbio Scriptorium
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Bond market volatility vs. Stock market volatility: The Swiss experience

โœ Scribed by Philip J. Young; Robert R. Johnson


Book ID
107341487
Publisher
Springer US
Year
2004
Tongue
English
Weight
414 KB
Volume
18
Category
Article
ISSN
1555-4961

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## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili