International swap market contagion and volatility

Sohel Azad,ASM, Batten,JA, Fang,V and Wickramanayake,J 2015, International swap market contagion and volatility, Economic Modelling, vol. 47, pp. 355-371, doi: 10.1016/j.econmod.2015.02.001.

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Title International swap market contagion and volatility
Author(s) Sohel Azad,ASMORCID iD for Sohel Azad,ASM
Fang,VORCID iD for Fang,V
Journal name Economic Modelling
Volume number 47
Start page 355
End page 371
Publisher Elsevier
Publication date 2015-06
ISSN 0264-9993
DOI 10.1016/j.econmod.2015.02.001
Field of Research 150205 Investment and Risk Management
Socio Economic Objective 900101 Finance Services
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2015, Elsevier
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Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Thu, 09 Apr 2015, 11:16:49 EST

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