The effects of volatility spillover in the US basis swap markets
Vivek Bhargava; D. K. Malhotra
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhargava, Vivek ; Malhotra, Davinder Kumar |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 5.2011/11, 3, p. 216-238
|
| Subject: | volatility spillover | basis swaps | swap spreads | Terminmarkt | Derivatives market | Zinsderivat | Interest rate derivative | Swap | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States |
| 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/10009707033