Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence


Autoria(s): Fang, Victor; Azad, A. S. M. Sohel; Batten, Jonathan A.; Lin, Chien-Ting
Contribuinte(s)

Batten, Jonathan A.

Wagner, Niklas

Data(s)

01/01/2012

Identificador

http://hdl.handle.net/10536/DRO/DU:30042567

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