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~isPartOf:"Global finance journal"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Gabauer, David"
~subject:"Zinsstruktur"
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Zinsstruktur
Dynamic connectedness
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Swap
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TVP-VAR
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Cross-currency basis swaps
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Currency derivative
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Estimation
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Interest rate derivative
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Interest rate swaps
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Spillover analysis
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Gabauer, David
Stenfors, Alexis
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Abad, Pilar
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Chatziantoniou, Ioannis
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David-Pur, Lior
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Novales, Alfonso
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Global finance journal
Journal of international financial markets, institutions & money
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Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
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