An error correction factor model of term structure slopes in international swap markets
| Year of publication: |
2005
|
|---|---|
| Authors: | Abad, Pilar ; Novales, Alfonso |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 15.2005, 3, p. 229-254
|
| Publisher: |
Elsevier |