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~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Hamori, Shigeyuki"
~subject:"ARCH model"
~subject:"Finanzkrise"
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Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
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