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Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence

Fang, Victor, Azad, A. S. M. Sohel, Batten, Jonathan A. and Lin, Chien-Ting 2012, Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence. In Batten, Jonathan A. and Wagner, Niklas (ed), Contemporary studies in economic and financial analysis, Emerald Group Publishing, Bingley, England, pp.379-398.

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Title Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence
Author(s) Fang, Victor
Azad, A. S. M. SohelORCID iD for Azad, A. S. M. Sohel orcid.org/0000-0002-8853-7157
Batten, Jonathan A.
Lin, Chien-Ting
Title of book Contemporary studies in economic and financial analysis
Editor(s) Batten, Jonathan A.
Wagner, Niklas
Publication date 2012
Series Derivative securities pricing and modelling; v. 94
Chapter number 16
Total chapters 17
Start page 379
End page 398
Total pages 20
Publisher Emerald Group Publishing
Place of Publication Bingley, England
Keyword(s) interest rate swap spreads
macroeconomic news
business cycles
probability of default
ISBN 9781780526164
1780526164
ISSN 1569-3759
Language eng
Field of Research 149999 Economics not elsewhere classified
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category B1 Book chapter
Copyright notice ©2012, Emerald Group Publishing
Persistent URL http://hdl.handle.net/10536/DRO/DU:30042567

Document type: Book Chapter
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.