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Chen, Carl R.
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The journal of futures markets
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Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
Saved in:
2
Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82
Persistent link: https://www.econbiz.de/10007895954
Saved in:
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