Lee, Hsiu-Chuan; Hsu, Chih-Hsiang; Chien, Cheng-Yi - In: Managerial Finance 42 (2016) 10, pp. 943-962
Purpose The purpose of this paper is to investigate volatility spillovers across the interest rate swap markets of the G7 economies, and then the authors investigate whether spillovers of swap markets contain useful information to explain subsequent stock price movements....
