Negative swap spreads and limited arbitrage
Urban Jermann
| Year of publication: |
January 2019
|
|---|---|
| Authors: | Jermann, Urban J. |
| Publisher: |
Cambridge, MA : National Bureau of Economic Research |
| Subject: | Swap | Kapitalmarkttheorie | Financial economics |
freely available
| Extent: | 32 Seiten Illustrationen |
|---|---|
| Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 25422 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe |
| Other identifiers: | 10.3386/w25422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982013