Decomposing swap spreads
Peter Feldhütter; David Lando
| Year of publication: |
2008
|
|---|---|
| Authors: | Feldhütter, Peter ; Lando, David |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 88.2008, 2, p. 375-405
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Liquidität | Liquidity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003720318