The market price of risk in interest rate swaps : the roles of default and liquidity risks
Jun Liu; Francis A. Longstaff; Ravit E. Mandell
| Year of publication: |
2006
|
|---|---|
| Authors: | Liu, Jun ; Longstaff, Francis A. ; Mandell, Ravit E. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 5, p. 2337-2359
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Risiko | Risk | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003406286