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A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
The Chinese interbank repo market : an analysis of term premiums
Fan, Longzhen
;
Zhang, Chu
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10003303875
Saved in:
3
The components of interest rate swap spreads : theory and international evidence
Fehle, Frank
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 347-387
Persistent link: https://www.econbiz.de/10001765135
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