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Swap curve dynamics across markets: Case of US dollar versus HK dollar

Ying Huang, Salih N. Neftci and Feng Guo

Journal of International Financial Markets, Institutions and Money, 2008, vol. 18, issue 1, pages 79-93

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Journal of International Financial Markets, Institutions and Money is edited by I. Mathur and C. J. Neely

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Handle: RePEc:eee:intfin:v:18:y:2008:i:1:p:79-93