مرکز منطقه ای اطلاع رساني علوم و فناوري - Volatility spillovers across international swap markets: The US, Japan, and the UK

Title of article :

Volatility spillovers across international swap markets: The US, Japan, and the UK

Author/Authors :

Francis In، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

329

To page :

341

Keywords :

Swap spread , International linkages , Volatility spillovers

Journal title :

Journal of International Money and Finance

Serial Year :

2007

Journal title :

Journal of International Money and Finance

Record number :

191583

Link To Document :