An empirical analysis of volatility spillover in global swap markets
D.K. Malhotra, Ph.D., Vivek Bhargava, Ph.D.
| Year of publication: |
2021
|
|---|---|
| Authors: | Malhotra, Davinder Kumar ; Bhargava, Vivek |
| Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 48.2021, 1, p. 92-126
|
| Subject: | Zinsderivat | Interest rate derivative | Swap | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Schätzung | Estimation | Welt | World | 2006-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667177