Modeling the determinants of swap spreads
Rob Brown; Francis In and Victor Fang
| Year of publication: |
2002
|
|---|---|
| Authors: | Brown, Rob ; In, Francis Haeuck ; Fang, Victor |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 12.2002, 1, p. 29-40
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Australien | Australia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001725696