Volatility Risk Premiums in Swaption Market
The study investigates how unconventional monetary policies and pandemics affect volatility risk premiums in the USD interest rate swaption market from 2007 to 2022.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 7 Nov 2023
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 118
- Identifier
- SSRN 4744144
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