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Does Implied Volatility Imply Volatility in Bonds?

Michael T. Maloney, Clemson University
Eric Bertonazzi, Wainwright Investment

Suggested Citation

Michael T. Maloney and Eric Bertonazzi. "Does Implied Volatility Imply Volatility in Bonds?" Journal of Fixed Income 11.3 (2001): 54-60.
Available at: http://works.bepress.com/michael_t_maloney/8