Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence


Autoria(s): Azad, A. S. M. Sohel; Fang, Victor; Hung, Chi-Hsiou
Data(s)

01/04/2012

Identificador

http://hdl.handle.net/10536/DRO/DU:30046056

Idioma(s)

eng

Publicador

Elsevier BV

Relação

http://dro.deakin.edu.au/eserv/DU:30046056/azad-linkingthe-2012.pdf

http://dro.deakin.edu.au/eserv/DU:30046056/azad-linkingthe-evidence-2012.pdf

http://dx.doi.org/10.1016/j.jrfa.2012.03.001

Direitos

2012, Elsevier

Palavras-Chave #Interest rate swaps #macroeconomic risk #low frequency volatility
Tipo

Journal Article