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~person:"Bhargava, Vivek"
~subject:"Currency derivative"
~type:"article"
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Currency derivative
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Spillover effect
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Swap
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USA
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Bhargava, Vivek
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International journal of bonds and derivatives
1
International journal of business
1
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ECONIS (ZBW)
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
2
An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar
;
Martin, Rand
;
Bhargava, Vivek
- In:
International journal of business
9
(
2004
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
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