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~isPartOf:"Applied financial economics"
~person:"Blanchflower, David G."
~person:"Hamori, Shigeyuki"
~person:"MacDonald, Ronald"
~subject:"Markov chain"
~subject:"United Kingdom"
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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