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International swap market contagion and volatility

Version 2 2024-06-03, 17:21

Version 1 2015-04-09, 11:16

journal contribution

posted on 2024-06-03, 17:21 authored by Sohel AzadSohel Azad, JA Batten, V Fang, J Wickramanayake

International swap market contagion and volatility

History

Journal

Economic Modelling

Volume

47

Article number

C

Pagination

355-371

Publisher DOI

https://doi.org/10.1016/j.econmod.2015.02.001

ISSN

0264-9993

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Copyright notice

2015, Elsevier

Publisher

Elsevier

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Keywords

150205 Investment and Risk Management 900101 Finance Services Department of Finance

Licence

All Rights Reserved

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