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Modeling the determinants of swap spreads

Brown, Rob, In, Francis and Fang, Victor 2002, Modeling the determinants of swap spreads, Journal of fixed income, vol. 12, no. 1, pp. 29-40.

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Title Modeling the determinants of swap spreads
Author(s) Brown, Rob
In, Francis
Fang, Victor
Journal name Journal of fixed income
Volume number 12
Issue number 1
Start page 29
End page 40
Total pages 12
Publisher Euromoney Institutional Investor
Place of publication London, England
Publication date 2002-06
ISSN 1059-8596
Keyword(s) interest rate swaps
default (finance)
heteroscedasticity
Notes
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Language eng
Field of Research 159999 Commerce, Management, Tourism and Services not elsewhere classified
Socio Economic Objective 970115 Expanding Knowledge in Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2002, Euromoney Institutional Investor
Persistent URL http://hdl.handle.net/10536/DRO/DU:30042555

Document type: Journal Article
Collections: School of Accounting, Economics and Finance
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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.