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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives


Amia Santini


The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been documented by the existing literature, highlighting the limitations of traditional models of rational expectations and of reliance on the efficient...

Parution : 2022-05-03
Format(s) : PDF, ePub
Éditeur : Springer Gabler
Collection : BestMasters
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