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The determinants of the swap s...
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81
Determinants of mortgage interest rates : treasuries versus swaps
Sirmans, C. Stace
;
Smith, Stanley D.
;
Sirmans, G. Stacy
- In:
The journal of real estate finance and economics
50
(
2015
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10010486912
Saved in:
82
Benchmark tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
Saved in:
83
A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor
swap
markets
Murphy, Finbarr
;
Murphy, Bernard
- In:
Journal of economics and finance
36
(
2012
)
2
,
pp. 351-370
Persistent link: https://www.econbiz.de/10009581884
Saved in:
84
Regime dependent determinants of credit dafault
swap
spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
85
Theory and calibration of
swap
market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
86
An investigation into the linkages between euro and sterling
swap
spreads
Chatterjee, Somnath
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002537334
Saved in:
87
Theory and calibration of
swap
market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
88
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
89
Determinants of UK
swap
spreads
Marshall, Andrew P.
;
Ho, Chai Ni
- In:
Applied financial economics letters
2
(
2006
)
5
,
pp. 305-309
Persistent link: https://www.econbiz.de/10003369892
Saved in:
90
On the term structure of default premia in the
swap
and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
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