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

Francis Haeuck In

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	329 - 341
Number of pages	13
Journal	Journal of International Money and Finance
Volume	26
Issue number	3
Publication status	Published - 2007

Cite this

@article{31581c0c835647cdac39a5cd9b4a1aea,

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

author = "In, {Francis Haeuck}",

year = "2007",

language = "English",

volume = "26",

pages = "329 -- 341",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier",

number = "3",

}