LIBROS DEL AUTOR: amia santini

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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 market hypothesis. The data violates the bounds on volatility that are derived from them. Amia Santini studies t...
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