Asymmetric convergence and risk shift in the TED spreads
Year of publication: |
2011
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Authors: | Hammoudeh, Shawkat ; Chen, Li-Hsueh ; Yuan, Yuan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 22.2011, 3, p. 277-297
|
Subject: | Spreads | Convergence | Widenings | Narrowings | Equilibrium | Wirtschaftliche Konvergenz | Economic convergence | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
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