Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence
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posted on 2012-01-01, 00:00 authored by Victor Fang, Sohel AzadSohel Azad, J Batten, Chien-Ting LinBusiness cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence
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Title of book
Contemporary studies in economic and financial analysisSeries
Derivative securities pricing and modelling; v. 94Chapter number
16Pagination
379 - 398Publisher
Emerald Group PublishingPlace of publication
Bingley, EnglandISSN
1569-3759ISBN-13
9781780526164ISBN-10
1780526164Language
engPublication classification
B1 Book chapterCopyright notice
2012, Emerald Group PublishingExtent
17Editor/Contributor(s)
J Batten, N WagnerUsage metrics
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