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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"The review of financial studies"
~person:"McConnell, John J."
~person:"Yang, Chang"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The review of financial studies
Journal of financial and quantitative analysis : JFQA
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A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
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Requiem for a market : an analysis of the rise and fall of a financial futures contract
Tashjian, Elizabeth
- In:
The review of financial studies
2
(
1989
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1
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pp. 1-23
Persistent link: https://www.econbiz.de/10001088715
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