An empirical examination of the interest rate swap market
Year of publication: |
1997
|
---|---|
Authors: | Malhotra, Davinder Kumar |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 36.1997, 2, p. 19-29
|
Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | USA | United States | 1987-1991 |
-
Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun, (2010)
-
Essays on interest rate swap dynamics
Huang, Ying, (2004)
-
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein, (2004)
- More ...
-
Analyzing financial statements using datat envelopment analysis
Malhotra, Davinder Kumar, (2008)
-
Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar, (2005)
-
Analysing financial services industry using data envelopment analysis
Malhotra, Rashmi, (2009)
- More ...