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~person:"Baba, Naohiko"
~person:"Bhargava, Vivek"
~subject:"Currency derivative"
~type:"article"
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Currency derivative
Interest rate derivative
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Spillover effect
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Baba, Naohiko
Bhargava, Vivek
Bieg, Hartmut
3
Kawaller, Ira G.
3
Rübel, Markus
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Allen, William A.
2
Azad, A. S. M. Sohel
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Chance, Don M.
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International journal of bonds and derivatives
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International journal of business
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The journal of fixed income
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ECONIS (ZBW)
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
2
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
3
An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar
;
Martin, Rand
;
Bhargava, Vivek
- In:
International journal of business
9
(
2004
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
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