Work

Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*

Year: 2011

Type: article

Source: International Review of Finance

DOI: 10.1111/j.1468-2443.2011.01129.x

Authors: A.S.M. SOHEL AZAD, VICTOR FANG, J. WICKRAMANAYAKE

Institutions: Monash University, University of Chittagong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1937613667

FWCI: 0.93

Cites: 60

Cited by: 16

Related to: 10