Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Year of publication: |
2000
|
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Authors: | Prendergast, Joseph R. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2000, 3, p. 86-99
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Subject: | Swap | Staatspapier | Government securities | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Schätzung | Estimation | USA | United States |
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