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

  1. Abad, P.
  2. Novales, A.
Aldizkaria:
Journal of International Financial Markets, Institutions and Money

ISSN: 1042-4431

Argitalpen urtea: 2005

Alea: 15

Zenbakia: 3

Orrialdeak: 229-254

Mota: Artikulua

DOI: 10.1016/J.INTFIN.2004.05.001 GOOGLE SCHOLAR