Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
| Year of publication: |
2011
|
|---|---|
| Authors: | AZAD, A.S.M. SOHEL ; FANG, VICTOR ; WICKRAMANAYAKE, J. |
| Published in: |
International Review of Finance. - International Review of Finance Ltd., ISSN 1369-412X. - Vol. 11.2011, 3, p. 353-390
|
| Publisher: |
International Review of Finance Ltd. |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011037924