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~person:"Batten, Jonathan A."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Interest rate derivative
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Batten, Jonathan A.
Bhar, Ramaprasad
9
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9
Chen, Ren-Raw
8
Ito, Takayasu
8
Rebonato, Riccardo
8
Chen, Son-nan
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International review of financial analysis
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ECONIS (ZBW)
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1
International swap market contagion and volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
2
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
3
Modelling the US swap spread
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
Research in finance
26
(
2010
),
pp. 155-181
Persistent link: https://www.econbiz.de/10009241013
Saved in:
4
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
Young, Martin R.
;
Hogan, Warren Pat
;
Batten, Jonathan A.
- In:
International review of financial analysis
13
(
2004
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10002066700
Saved in:
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