Trading Risk and Volatility in Interest Rate Swap Spreads
2003 ◽
Vol 33
(3)
◽
pp. 34-36
2007 ◽
Vol 17
(3)
◽
pp. 261-276
◽
António Afonso
◽
Rolf Strauch
Young Ho Eom
◽
Marti G. Subrahmanyam
◽
Jun Uno
2018 ◽
Vol 27
(4)
◽
pp. 40-52
Kenneth A. Tah
◽
Geoffrey Ngene
2001 ◽
Vol 2
(3)
◽
pp. 113-149
◽
2011 ◽
Vol 22
(4)
◽
pp. 331-338
◽
2007 ◽
Vol 3
(1)
◽
pp. 1-4
◽
Kirsten Heppke-Falk
◽
Felix P. Hüfner
Kirsten Heppke-Falk
◽
Felix P. H�fner
Marti G. Subrahmanyam
◽
Young Ho Eom
◽
Jun Uno