Skip to main navigation
Skip to search
Skip to main content
Discovery - the University of Dundee Research Portal Home
Home
Profiles
Research units
Research Outputs
Projects
Datasets
Theses
Activity
Press/Media
Research Facilities
Prizes
Search by expertise, name or affiliation
Linking the interest rate swap markets to the macroeconomic risk: The UK and US evidence
A. S. M. Sohel Azad
, Victor Fang
, Chi-Hsiou Hung
Research output
:
Contribution to journal
›
Article
›
peer-review
15
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Linking the interest rate swap markets to the macroeconomic risk: The UK and US evidence'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Macroeconomic Risk
100%
Interest Rate Swaps
100%
Low-frequency Volatility
100%
Swap Market
100%
US Evidence
100%
Volatility
66%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
66%
Politicians
33%
Hereafter
33%
Macroeconomic Policy
33%
Market Participants
33%
Market Response
33%
Risk Uncertainty
33%
Stock Market Volatility
33%
Trading Signals
33%
Economic Uncertainty
33%
Hedgers
33%
Macroeconomic Fundamentals
33%
Hedging Risk
33%
Spline-GARCH
33%
Economics, Econometrics and Finance
Volatility
100%
Macroeconomics
100%
Interest Rate Derivative
100%
Generalized Autoregressive Conditional Heteroskedasticity
16%
ARCH Model
16%