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~isPartOf:"Applied financial economics"
~person:"Hamori, Shigeyuki"
~person:"MacDonald, Ronald"
~person:"Taylor, Alan M."
~subject:"United Kingdom"
~subject:"Wechselkurs"
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Hamori, Shigeyuki
MacDonald, Ronald
Taylor, Alan M.
Gan, Wee-beng
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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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