Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

Discover the intricate dynamics of financial markets with Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives by Amia Santini. Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG in 2022, this insightful paperback spans 77 pages and offers a critical examination of the phenomenon of excess volatility. Santini delves into the limitations of traditional rational expectations models and the efficient market hypothesis, shedding light on how these frameworks fall short in explaining market behaviors. This first edition is essential for anyone interested in understanding the complexities of financial instruments and their price fluctuations. Enhance your knowledge and gain a deeper appreciation of the factors influencing share prices and interest rates in the Eurozone. Perfect for students, researchers, and finance professionals alike!