Determinants of interest rate swap spreads in the US:...

Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration

Toyoshima, Yuki
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Volume:
22
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603107.2011.613757
Date:
February, 2012
File:
PDF, 209 KB
english, 2012
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