Common Volatility and Volatility Spillovers between U.S. and Eurodollar Interest Rates: Evidence from the Futures Market
Year of publication: |
1996
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Authors: | Tse, Yiuman ; Booth, G.Geoffrey |
Published in: |
Journal of economics and business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757x. - Vol. 48.1996, 3, p. 299
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