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

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

ISSN: 1042-4431

Année de publication: 2005

Volumen: 15

Número: 3

Pages: 229-254

Type: Article

DOI: 10.1016/J.INTFIN.2004.05.001 GOOGLE SCHOLAR
La source de données: Scopus