Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2007
ISSN: 0270-7314,1096-9934
DOI: 10.1002/fut.20281