Common volatility and volatility spillovers between US and Eurodollar interest rates : evidence from the futures market
Year of publication: |
1996
|
---|---|
Authors: | Tse, Yiuman |
Other Persons: | Booth, G. Geoffrey (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 48.1996, 3, p. 299-312
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | USA | United States | Welt | World | 1982-1994 |
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