Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Year of publication: |
2018
|
---|---|
Authors: | Tah, Kenneth A. ; Ngene, Geoffrey |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2018, 4, p. 40-52
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
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