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Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck - In: Journal of international money and finance 26 (2007) 3, pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
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The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
In, Francis Haeuck; Cui, Jin; Maharaj, Elizabeth Ann - In: Journal of international money and finance 31 (2012) 5, pp. 1106-1125
Persistent link: https://www.econbiz.de/10009671973
Cover Image
Volatility spillovers across international swap markets: The US, Japan, and the UK
In, Francis - In: Journal of international money and finance 26 (2007) 3, pp. 329-341
Persistent link: https://www.econbiz.de/10007612694
Cover Image
The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
In, Francis; Cui, Jin; Maharaj, Elizabeth Ann - In: Journal of international money and finance 31 (2012) 5, pp. 1106-1126
Persistent link: https://www.econbiz.de/10009979124