Panel cointegration analysis of co-movement between interest rate swap and treasury markets

Author: Toyoshima Yuki   Hamori Shigeyuki  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.19, Iss.15, 2012-10, pp. : 1483-1486

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract