An empirical analysis of Japanese interest rate swap spread
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| Veröffentlicht in: | Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011 |
|---|---|
| Weitere Verfasser: | , , , |
| Pages: | 2011 |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2012
|
| Schlagworte: |
1996-2009
> Zinsderivat
> Volatilität
> Schock
> Marktliquidität
> ARCH-Modell
> Schätzung
> Japan
> Aufsatz im Buch
|
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