Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki
- 期刊名称Applied Financial Economics
- 作者Toyoshima, Yuki; Hamori, Shigeyuki
- 卷第22卷
- 期第11期
- 印刷ISSN0960-3107
- 电子ISSN1466-4305
- 文件大小295.01KB
- 发表时间2012-06
- DOI10.1080/09603107.2011.628293
- 页码849-862