Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
Year of publication: |
2012
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Authors: | Toyoshima, Yuki ; Tamakoshi, Go ; Hamori, Shigeyuki |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 22.2012, 2, p. 381-395
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