Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Toyoshima, Yuki; Hamori, Shigeyuki
- 作者Toyoshima, Yuki; Hamori, Shigeyuki
- 卷第19卷
- 期第15期
- 印刷ISSN1350-4851
- 电子ISSN1466-4291
- 文件大小119.90KB
- 发表时间2012
- DOI10.1080/13504851.2011.636015
- 页码1483-1486