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Correlations and spillovers among three euro rates: evidence using realised variance

David G McMillan, Isabel Ruiz, Alan Speight

The European Journal of Finance, Volume: 16, Issue: 8, Pages: 753 - 767

Swansea University Author: Alan Speight

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DOI (Published version): 10.1080/13518470903448424

Published in: The European Journal of Finance
ISSN: 1466-4364
Published: Taylor and Francis 2010
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URI: https://cronfa.swan.ac.uk/Record/cronfa5221
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spelling 2013-11-05T11:51:07.6828236 v2 5221 2011-10-01 Correlations and spillovers among three euro rates: evidence using realised variance 086584e9c4fa16eab0222e146b9e35ce Alan Speight Alan Speight true false 2011-10-01 CBAE Journal Article The European Journal of Finance 16 8 753 767 Taylor and Francis 1466-4364 31 12 2010 2010-12-31 10.1080/13518470903448424 http://www.informaworld.com/smpp/content~db=all~content=a918837022~frm=abslink?words=speight&amp;hash=99368123 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2013-11-05T11:51:07.6828236 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance David G McMillan 1 Isabel Ruiz 2 Alan Speight 3
title Correlations and spillovers among three euro rates: evidence using realised variance
spellingShingle Correlations and spillovers among three euro rates: evidence using realised variance
Alan Speight
title_short Correlations and spillovers among three euro rates: evidence using realised variance
title_full Correlations and spillovers among three euro rates: evidence using realised variance
title_fullStr Correlations and spillovers among three euro rates: evidence using realised variance
title_full_unstemmed Correlations and spillovers among three euro rates: evidence using realised variance
title_sort Correlations and spillovers among three euro rates: evidence using realised variance
author_id_str_mv 086584e9c4fa16eab0222e146b9e35ce
author_id_fullname_str_mv 086584e9c4fa16eab0222e146b9e35ce_***_Alan Speight
author Alan Speight
author2 David G McMillan
Isabel Ruiz
Alan Speight
format Journal article
container_title The European Journal of Finance
container_volume 16
container_issue 8
container_start_page 753
publishDate 2010
institution Swansea University
issn 1466-4364
doi_str_mv 10.1080/13518470903448424
publisher Taylor and Francis
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
url http://www.informaworld.com/smpp/content~db=all~content=a918837022~frm=abslink?words=speight&amp;hash=99368123
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published_date 2010-12-31T03:09:41Z
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