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Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Castagnetti, Carolina
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001908577
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Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques
Castagnetti, Carolina
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10007651659
Saved in:
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