Work

Volatility spillovers across international swap markets: The US, Japan, and the UK

Year: 2007

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2006.11.007

Author: Francis In

Institution: Monash University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2063329909

FWCI: 8.28

Cites: 27

Cited by: 41

Related to: 10