Relating interest rate swaps volatility and macroeconomic uncertainty in Europe
Year of publication: |
2013
|
---|---|
Authors: | Pinho, Carlos ; Madaleno, Mara |
Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 5.2013, 2, p. 94-117
|
Subject: | Interest Rate Swaps (IRS) | Volatility | Macroeconomic Risk | European Derivatives Markets | Volatilität | Zinsderivat | Interest rate derivative | Swap | EU-Staaten | EU countries | Derivat | Derivative | Europa | Europe | Risiko | Risk | Risikoprämie | Risk premium |
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