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Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence

Azad, A. S. M. Sohel, Fang, Victor and Hung, Chi-Hsiou 2012, Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence, International review of financial analysis, vol. 22, pp. 38-47.

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Title Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence
Author(s) Azad, A. S. M. Sohel
Fang, Victor
Hung, Chi-Hsiou
Journal name International review of financial analysis
Volume number 22
Start page 38
End page 47
Total pages 10
Publisher Elsevier BV * North-Holland
Place of publication Amsterdam, Netherlands
Publication date 2012-04
ISSN 1057-5219
Keyword(s) Interest rate swaps
macroeconomic risk
low frequency volatility
Language eng
Field of Research 150201 Finance
150205 Investment and Risk Management
Socio Economic Objective 910104 Exchange Rates
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2012, Elsevier Inc. All rights reserved.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046056

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Tue, 03 Jul 2012, 16:01:43 EST by Aysun Alpyurek