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isPartOf:"The journal of fixed income"
~isPartOf:"International journal of financial engineering"
~subject:"Swap"
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International journal of financial engineering
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Covered interest parity in cross-currency swap bases and demand for US treasuries
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602952
Saved in:
2
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
3
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
4
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
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