Trading risk, market liquidity, and convergence trading in the interest rate swap spread
John Kambhu
| Year of publication: |
2005
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|---|---|
| Authors: | Kambhu, John |
| Published in: |
Economic policy review. - New York, NY : [Verlag nicht ermittelbar], ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 12.2006, 1, p. 1-13
|
| Subject: | Zinsderivat | Interest rate derivative | Wertpapierhandel | Securities trading | Volatilität | Volatility | Liquidität | Liquidity | Risiko | Risk | USA | United States |
| 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/10003340626