An empirical examination of volatility spillover between the Indian and US swap markets

Author: Bhargava Vivek   Malhotra D.K.   Russel Philip   Singh Rahul  

Publisher: Emerald Group Publishing Ltd

ISSN: 1746-8809

Source: International Journal of Emerging Markets, Vol.7, Iss.3, 2012-06, pp. : 289-304

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Abstract