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How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? - MaRDI portal

How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482)

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scientific article; zbMATH DE number 1170196
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English
How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?
scientific article; zbMATH DE number 1170196

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    How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (English)
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    30 June 1998
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    Japanese interest rates
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    volatility
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    term structure
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