Back
Back
September 06, 2023
By yieldcurve.pro
Papers We Read This Week
- Robust Log-normal Stochastic Volatility for Interest Rate Dynamics: Sepp, Artur and Rakhmonov, Parviz (December 31, 2022)
- Information in the Term Structure of Yield Curve Volatility: Cieslak, Anna and Povala, Pavol (October 28, 2014)
- Decomposing the Yield Curve: Cochrane, John H. and Piazzesi, Monika (January 26, 2009)
- Yield Curve Premia: Brooks, Jordan and Moskowitz, Tobias J. (July 1, 2017)
Back
Sign in to leave a comment.
Comments (0)