Feldhütter, P and Lando, D (2008) Decomposing swap spreads. Journal of Financial Economics, 88 (2). pp. 375-405. ISSN 0304-405X
Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03044...
More Details
Item Type: | Article |
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Date Deposited: | 17 May 2016 11:55 |
Last Modified: | 05 Nov 2024 02:47 |
URI: | https://lbsresearch.london.edu/id/eprint/328 |