Yasuaki Amatatsu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

368

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis

BIS Working Paper No. 264
Number of pages: 23 Posted: 27 Jan 2009
Yasuaki Amatatsu and Naohiko Baba
affiliation not provided to SSRN and Bank of Japan - Financial Markets Department
Downloads 368 (101,194)
Citation 3

Abstract:

Loading...

Currency Swap, FX Swap, Price Discovery, State Space Model, Efficient Price