Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Yuki Toyoshima and Shigeyuki Hamori
| Year of publication: |
2012
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|---|---|
| Authors: | Toyoshima, Yuki ; Hamori, Shigeyuki |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 13/15, p. 1483-1486
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| Subject: | Kointegration | Cointegration | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Panel | Panel study | Schätzung | Estimation | Zinsstruktur | Yield curve |
| 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/10009682484