Modeling the determinants of swap spreads

Autoria(s): Brown, Rob; In, Francis; Fang, Victor
Data(s)

01/06/2002
Identificador

http://hdl.handle.net/10536/DRO/DU:30042555
Idioma(s)

eng
Publicador

Euromoney Institutional Investor
Relação

http://dro.deakin.edu.au/eserv/DU:30042555/fang-modelingthedeterminants-2002.pdf

http://search.ebscohost.com/login.aspx?direct=true
Direitos

2002, Euromoney Institutional Investor
Palavras-Chave #interest rate swaps #default (finance) #heteroscedasticity
Tipo

Journal Article
Acesso ao item digital