Modeling volatility and changes in the swap spread
Year of publication: |
2003
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Authors: | In, Francis ; Brown, Rob ; Fang, Victor |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 12.2003, 5, p. 545-562
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