An empirical analysis of Japanese interest rate swap spread
Junji Shimada, Toyoharu Takahashi, Tatsuyoshi Miyakoshi, and Yoshihiko Tsukuda
| Year of publication: |
2012
|
|---|---|
| Authors: | Shimada, Junji ; Takahashi, Toyoharu ; Miyakoshi, Tatsuyoshi ; Tsukuda, Yoshihiko |
| Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 111-131
|
| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Schock | Shock | Marktliquidität | Market liquidity | ARCH-Modell | ARCH model | Schätzung | Estimation | Japan | 1996-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573458