An error correction factor model of term structure slopes in international swap markets

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Bibliographische Detailangaben
Veröffentlicht in:Journal of international financial markets, institutions & money
1. Verfasser: Abad, Pilar (VerfasserIn)
Weitere Verfasser: Novales, Alfonso (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2005
Schlagworte:
Zinsstruktur > Swap > Welt > Kointegration > Aufsatz in Zeitschrift
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