MEASURING BOND PRICE VOLATILITY

被引：4
|
作者：
LIVINGSTON, M
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 02期
关键词：
D O I：
10.2307/2330507
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：343 / 349
页数：7
相关论文
共 50 条
  • [31] Oil and energy price volatility
    Regnier, Eva
    [J]. ENERGY ECONOMICS, 2007, 29 (03) : 405 - 427
  • [32] Price Momentum and Idiosyncratic Volatility
    Arena, Matteo
    Haggard, K.
    Yan, Xuemin
    [J]. FINANCIAL REVIEW, 2008, 43 (02) : 159 - 190
  • [33] Price and volatility of rare earths
    Priso, Auguste Mpacko
    Doumbia, Souleymane
    [J]. INTERNATIONAL JOURNAL OF GLOBAL ENERGY ISSUES, 2024, 46 (05)
  • [34] Price volatility in the airline markets
    Gillen, David
    Mantin, Benny
    [J]. TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2009, 45 (05) : 693 - 709
  • [35] Asset price volatility and banks
    Zhang, Yu
    [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 2017, 71 : 96 - 103
  • [36] Volatility and stock price indexes
    Clements, Kenneth W.
    Izan, H. Y.
    Lan, Yihui
    [J]. APPLIED ECONOMICS, 2013, 45 (22) : 3255 - 3262
  • [37] Modelling oil price volatility
    Narayan, Paresh Kumar
    Narayan, Seema
    [J]. ENERGY POLICY, 2007, 35 (12) : 6549 - 6553
  • [38] Confronting food price volatility
    Dawe, David
    [J]. GLOBAL FOOD SECURITY-AGRICULTURE POLICY ECONOMICS AND ENVIRONMENT, 2012, 1 (02): : 126 - 126
  • [39] Trade policy and price volatility
    Maros Ivanic
    [J]. Nature Food, 2023, 4 (4): : 280 - 280
  • [40] West Coast price volatility
    Bell, Laura
    [J]. OIL & GAS JOURNAL, 2022, 120 (11) : 12 - 12
12345