Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model
Year of publication: |
2008
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Authors: | Huang, Ying ; Chen, Carl R. ; Camacho, Maximo |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 1, p. 82
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