Determinants of treasury-LIBOR swap spreads
Year of publication: |
2005
|
---|---|
Authors: | Malhotra, Davinder Kumar ; Bhargava, Vivek ; Chaudhry, Mukesh |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 8.2005, 4, p. 687-705
|
Subject: | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Geldmarkt | Money market | Großbritannien | United Kingdom |
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