Modeling volatility and changes in the swap spread

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

    Research output: Contribution to journalArticleResearchpeer-review

    13 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)545 - 561
    Number of pages17
    JournalInternational Review of Financial Analysis
    Volume12
    DOIs
    Publication statusPublished - 2003

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