Browsing Faculty of Arts & Social Sciences, Law, Business Mgt (FoA&SS / FoL / FBM) by Subject "Interest rates, Bond market,Volatility"
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An Assessment of Alternative Models of Interest Rate Volatility in the Bond Market in Kenya
(school of Business, 2012)This research project focuses on estimating volatility in interest rates in the bond market in Kenya. It assesses the linear and non linear models of estimating volatility. Data comprising of redemption yields for all ...