Spillovers of international interest rate swap markets and stock market volatility
Year of publication: |
2016
|
---|---|
Authors: | Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Chien, Cheng-Yi |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 42.2016, 10, p. 943-962
|
Subject: | Interest rate swap markets | Net spillover | Spillover index | Stock markets volatility | Spillover-Effekt | Spillover effect | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Aktienmarkt | Stock market | Swap | Zins | Interest rate |
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