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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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Modeling volatility and changes in the swap spread
In, Francis; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-562
Persistent link: https://www.econbiz.de/10007158302
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What determines the yen swap spread?
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
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Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel; Fang, Victor; Hung, Chi-hsiou - In: International review of financial analysis 22 (2012), pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
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Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence
Azad, A.S.M. Sohel; Fang, Victor; Hung, Chi-Hsiou - In: International review of financial analysis 22 (2012), pp. 38-48
Persistent link: https://www.econbiz.de/10009987152