Transmission of swap spreads and volatilities in the Japenese swap market
Year of publication: |
2002
|
---|---|
Authors: | Eom, Young Ho ; Subrahmanyam, Marti G. ; Uno, Jun |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 12.2002, 1, p. 6-28
|
Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | USA | United States | Japan | 1990-2000 |
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