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Volumn 26, Issue 3, 2007, Pages 329-341

Volatility spillovers across international swap markets: The US, Japan, and the UK

Author keywords

International linkages; Swap spread; Volatility spillovers

Indexed keywords


EID: 33947282346     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.11.007     Document Type: Article
Times cited : (25)

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