Cross-correlations between the P2P interest rate, Shibor and treasury yields

Li, SP; Lu, XS; Li, JF

Lu, XS (corresponding author), Univ Jinan, Financial Res Inst, Jinan 250022, Shandong, Peoples R China.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2021; 574 ():

Abstract

Using interest rate market data, this paper employs a multifractal cross-correlation analysis (MFCCA) to study the cross-correlations between market i......

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索