*We thank an anonymous referee of International Review of Finance for insightful comments and suggestions, which increased the value of this paper. A special thank to Jose Gonzalo Rangel for sharing his computer program of Spline-GARCH model. The first author is thankful to MRGS (Monash Research Graduate School, Monash University) for financial support toward his doctoral study at Monash. All remaining errors are our responsibility.
Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*
Article first published online: 20 APR 2011
© 2011 The Authors. International Review of Finance © International Review of Finance Ltd. 2011
International Review of Finance
Volume 11, Issue 3, pages 353–390, September 2011
How to Cite
SOHEL AZAD, A.S.M., FANG, V. and WICKRAMANAYAKE, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk. International Review of Finance, 11: 353–390. doi: 10.1111/j.1468-2443.2011.01129.x
- Issue published online: 5 SEP 2011
- Article first published online: 20 APR 2011
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!