Modeling the determinants of swap spreads

Robert L Brown, Francis Haeuck In, Victor K F Fang

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)29 - 40
    Number of pages12
    JournalJournal of Fixed Income
    Volume12
    Issue number1
    Publication statusPublished - 2002

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