Journal article 418 views
Correlations and spillovers among three euro rates: evidence using realised variance
David G McMillan,
Isabel Ruiz,
Alan Speight
The European Journal of Finance, Volume: 16, Issue: 8, Pages: 753 - 767
Swansea University Author: Alan Speight
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/13518470903448424
Abstract
Correlations and spillovers among three euro rates: evidence using realised variance
| Published in: | The European Journal of Finance |
|---|---|
| ISSN: | 1466-4364 |
| Published: |
Taylor and Francis
2010
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa5221 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
8 |
| Start Page: |
753 |
| End Page: |
767 |