Can the choice of interpolation method explain the difference between swap prices and futures prices?

Rob Brown, Victor K F Fang

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)199 - 216
    Number of pages18
    JournalAccounting & Finance
    Volume45
    Issue number2
    DOIs
    Publication statusPublished - 2005

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