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Corporate bond prices and idiosyncratic risk : evidence from Australia

Fang, Victor; Hung, Chi-Hsiou D. - In: Journal of international financial markets, … 33 (2014), pp. 99-114

Persistent link: https://www.econbiz.de/10011299865

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

Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk

Azad, A. S. M. Sohel; Fang, Victor; Wickramanayake, … - In: International review of finance 11 (2011) 3, pp. 353-390

Persistent link: https://www.econbiz.de/10009350006

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

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk

Azad, A. S. M. Sohel - 2013

Using ‘low-frequency' volatility extracted from aggregate volatility shocks in interest rate swap (hereafter, IRS) market, this paper investigates whether Japanese yen IRS volatility can be explained by macroeconomic risks. The analysis suggests that this low-frequency yen IRS volatility has...

Persistent link: https://www.econbiz.de/10013091475