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Commodity markets, Bonds, Revenues, Prices, Developing countries
swap spreads, liquidity premium, credit risk
Contingent credit line (CCL), pricing, hedging
Fixed income securities, option pricing theory, financial markets
Prediction, Bayesian forecasting, Granger tests of causality, nested models
Cap-floor volatilities, linear and non-linear principal components
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swap curve, Hong Kong market
swap spreads, liquidity premium, credit risk, market volatility
Cointegration, Error correction, Interest rate swap
Volatility, extremes, term structure of interest rates