An Empirical Analysis of Interest Rate Swap Spreads
- 31 March 1994
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 3 (4) , 61-78
- https://doi.org/10.3905/jfi.1994.408095
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- The Pricing of Short-Dated and Forward Interest Rate SwapsCFA Magazine, 1993
- Interest Rate Swaps: An Alternative ExplanationFinancial Management, 1988
- An Economic Analysis of Interest Rate SwapsThe Journal of Finance, 1986