COMMON RISK FACTORS IN THE U.S. AND UK INTEREST RATE SWAP MARKETS:EVIDENCE FROM A NONLINEAR VECTOR AUTOREGRESSION APPROACH.
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- Journal of Futures Markets, 2004, v. 24, n. 3, p. 221, doi. 10.1002/fut.10116
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 3
Results: 3
1
2
SWITCHING ASYMMETRIC GARCH AND OPTIONS ON A VOLATILITY INDEX.
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- Journal of Futures Markets, 2004, v. 24, n. 3, p. 251, doi. 10.1002/fut.10114
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- Publication type:
- Article
3
NATURALGASPRICES AND THE GAS STORAGE REPORT: PUBLICNEWS AND VOLATILITY IN ENERGY FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 3, p. 282, doi. 10.1002/fut.10115
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- Publication type:
- Article