Similar Search Results

Macroeconomic news, business cycles and Australian financial markets

Fang, Victor; Lin, Chien-ting; Parbhoo, Kunaal M. - In: Asia-Pacific financial markets 15 (2008) 3/4, pp. 185-207

Persistent link: https://www.econbiz.de/10003833131

Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions : an evaluation

Azad, A. S. M. Sohel; Yasushi, Suzuki; Fang, Victor; … - In: Research in international business and finance 32 (2014), pp. 159-171

Persistent link: https://www.econbiz.de/10010434465

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

Linking the Interest Rate Swap Markets to the Macroeconomic Risk : The UK and US Evidence

Azad, A. S. M. Sohel - 2015

In this paper we aim to link the volatility of interest rate swap (hereafter, IRS) markets to the macroeconomic risk/uncertainty of the UK and the US. In doing so, we obtain the low-frequency volatility of IRS using a recently developed Asymmetric Spline GARCH (ASP-GARCH) model of Rangel and...

Persistent link: https://www.econbiz.de/10013028716