The components of interest rate swap spreads : theory and international evidence
Year of publication: |
2003
|
---|---|
Authors: | Fehle, Frank |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 4, p. 347-387
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Geldmarkt | Money market | Industrieländer | Industrialized countries |
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