Work

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

Year: 2012

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2012.03.001

Authors: A.S.M. Sohel Azad, Victor Fang, Chi-Hsiou Hung

Institutions: Deakin University, Durham University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1994976590

FWCI: 0.964

Cites: 32

Cited by: 16

Related to: 10