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~isPartOf:"Applied financial economics"
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~subject:"Risk premium"
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The determinants of the swap spread and understanding the LIBOR term premium
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763816
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The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
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