The determinants of the swap spread and understanding the LIBOR term premium
Moorad Choudhry
| Year of publication: |
2008
|
|---|---|
| Authors: | Choudhry, Moorad |
| Published in: |
Financial markets and instruments. - Hoboken, NJ : Wiley, ISBN 978-0-470-07814-3. - 2008, p. 469-480
|
| Subject: | Zinsstruktur | Yield curve | Swap | Risikoprämie | Risk premium | Zinsderivat | Interest rate derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003763816