Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
| Year of publication: |
2012
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|---|---|
| Authors: | Toyoshima, Yuki ; Hamori, Shigeyuki |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 11 (1.6.), p. 849-863
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