Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
A. S. M. Sohel Azad; Victor Fang; Chi-Hsiou Hung
| Year of publication: |
2012
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|---|---|
| Authors: | Azad, A. S. M. Sohel ; Fang, Victor ; Hung, Chi-hsiou |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 22.2012, p. 38-47
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| Subject: | Interest Rate Swaps | Low-frequency Volatility | Macroeconomic Risk | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Risiko | Risk | Swap | Risikoprämie | Risk premium | Wirkungsanalyse | Impact assessment | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| 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/10010219705