Can the choice of interpolation method explain the difference between swap prices and futures prices?
| Year of publication: |
2005
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|---|---|
| Authors: | Brown, Rob ; Fang, Victor |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 45.2005, 2, p. 199-216
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