The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks
| Year of publication: |
2006
|
|---|---|
| Authors: | Liu, Jun ; Longstaff, Francis A. ; Mandell, Ravit E. |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 5, p. 2337-2360
|