Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence
Contribuinte(s) |
Batten, Jonathan A. Wagner, Niklas |
---|---|
Data(s) |
01/01/2012
|
Identificador | |
Idioma(s) |
eng |
Publicador |
Emerald Group Publishing |
Relação |
http://dro.deakin.edu.au/eserv/DU:30042567/azad-businesscycles-2012-pp.pdf http://dro.deakin.edu.au/eserv/DU:30042567/azad-businesscycles-evid-2012.pdf http://www.emeraldinsight.com/books.htm?issn=1569-3759 |
Direitos |
2012, Emerald Group Publishing |
Palavras-Chave | #interest rate swap spreads #macroeconomic news #business cycles #probability of default |
Tipo |
Book Chapter |