International swap market contagion and volatility
A.S.M. Sohel Azad, Jonathan A. Batten, Victor Fang, Jayasinghe Wickramanayake
| Year of publication: |
June 2015
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|---|---|
| Authors: | Azad, A. S. M. Sohel ; Batten, Jonathan A. ; Fang, Victor ; Wickramanayake, Jayasinghe |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 47.2015, p. 355-371
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| Subject: | Financial integration | Interest rate swap | Long-term volatility | Short-term volatility | Long-term correlations | Short-term correlations | Volatilität | Volatility | Swap | Internationaler Finanzmarkt | International financial market | Korrelation | Correlation | Finanzmarkt | Financial market | Zinsderivat | Interest rate derivative | Marktintegration | Market integration | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439454