Trading Risk, Market Liquidity, and Convergence Trading in the Interest Rate Swap Spread
Year of publication: |
2006-05-01
|
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Authors: | Kambhu, John |
Institutions: | Federal Reserve Bank <New York, NY> |
Published in: | |
Subject: | Preis | Swap | Zinsfuß | Liquidität |
Extent: | 123904 bytes 13 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | Financial theory ; Empirical research. of corporate finance and investment policy ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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