Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
- 作者Yuki Toyoshima; Go Tamakoshi; Shigeyuki Hamori
- 卷第22卷
- 期第2期
- 印刷ISSN1042-4431
- 文件大小878.04KB
- 发表时间2012
- DOI10.1016/j.intfin.2011.12.002
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