Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies
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DOI: 10.1016/j.frl.2017.10.013
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- Hattori, Takahiro, 2022. "Information content and market liquidity in the fixed income market: Evidence from the swaption market," Finance Research Letters, Elsevier, vol. 45(C).
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