Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Kenneth A. Tah and Geoffrey Ngene
| Year of publication: |
2018
|
|---|---|
| Authors: | Tah, Kenneth A. ; Ngene, Geoffrey |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2018, 4, p. 40-52
|
| Subject: | Zinsderivat | Interest rate derivative | Theorie | Theory | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011900629