Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques
| Year of publication: |
2004
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|---|---|
| Authors: | Castagnetti, Carolina |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 14.2004, 2, p. 93-104
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