Interest rate dynamics and volatility transmission in the European short term interest rate market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-015-9327-5.pdf
Reference33 articles.
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4. Bekiros SD, Diks CG (2008) The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Econ 30(5):2673–2685
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