The determinants of the swap spread and understanding the LIBOR term premium
Year of publication: |
2008
|
---|---|
Authors: | Choudhry, Moorad |
Published in: |
Financial markets and instruments. - Hoboken, NJ : Wiley, ISBN 978-0-470-07814-3. - 2008, p. 469-480
|
Subject: | Zinsstruktur | Yield curve | Swap | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium |
-
Brigo, Damiano, (2011)
-
Interest rate swap credit valuation adjustment
Černý, Jakub, (2014)
-
Linear-rational term structure models
Filipović, Damir, (2014)
- More ...
-
What does affect profitability of banks in Croatia?
Fidanoski, Filip, (2018)
-
Choudhry, Moorad, (2011)
-
Choudhry, Moorad, (2008)
- More ...