Is convexity efficiently priced? Evidence from international swap markets

Journal of Empirical Finance, Volume 63, September 2021, Pages 392-413

Author(s):

Riccardo Rebonato

EDHEC Business School

Riccardo Ronzani

Journal of Empirical Finance, Volume 63, September 2021, Pages 392-413

Type: Academic publication
Date: le 01/09/2021
Research Cluster : Finance
Source : Journal of Empirical Finance

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