Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Year of publication: |
2001
|
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Authors: | Lekkos, Ilias ; Milas, Costas |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 8, p. 737-768
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Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | USA | United States | Großbritannien | United Kingdom | 1991-1999 |
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