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Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
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Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
3
Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82
Persistent link: https://www.econbiz.de/10007895954
Saved in:
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