International Capital Markets, August 2001

International Capital Markets, August 2001

4.11 - 1251 ratings - Source

... interest rate spreads.4 The GARCH model allows the 3U.S. stock market volatility is measured by the index of implied volatility of the Saamp;P 100 (VIX), which is a consensus volatility derived from at-the-money options on the Saamp;P 100.

Title:International Capital Markets, August 2001
Author: Mr. Donald J. Mathieson, Mr. Garry J. Schinasi
Publisher:International Monetary Fund - 2001-08-22

You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.

Once you have finished the sign-up process, you will be redirected to your download Book page.

How it works:
  • 1. Register a free 1 month Trial Account.
  • 2. Download as many books as you like (Personal use)
  • 3. Cancel the membership at any time if not satisfied.

Click button below to register and download Ebook
Privacy Policy | Contact | DMCA