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https://ptsldigital.ukm.my/jspui/handle/123456789/783648Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Larry J. Merville | - |
| dc.date.accessioned | 2026-06-09T15:52:16Z | - |
| dc.date.available | 2026-06-09T15:52:16Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/783648 | - |
| dc.description.abstract | In this paper the joint behavior of the stock-price volatility (e) and the market-clearing interest rate (r) which determine the equilibrium prices of stocks, bonds, and options is explored. Black-Scholes option model is assumed instantaneously correct each week for twenty-five stocks over the period 1975-85, The procedure for estimating & and f is a form of 2-dimensional grid search over the relevant ranges of the two variates such that the summed-squared error between market and model values for all options is minimized. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Stock-price volatility | en_US |
| dc.title | The relationship of volatility and market-clearing interest rates in asset pricing | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 14-15 | en_US |
| dc.identifier.callno | HC681.P338 1990 katsem | en_US |
| dc.contributor.conferencename | Pacific-Basin Finance Conference | - |
| dc.coverage.conferencelocation | Bangkok, Thailand | - |
| dc.date.conferencedate | 1990-06-04 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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