Decomposing swap spreads

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftJournal of Financial Economics
Vol/bind88
Udgave nummer2
Sider375-405
Antal sider31
ISSN0304-405X
DOI
StatusUdgivet - 2008

Emneord

  • Swaps
  • Kreditrisiko
  • Statsobligationer

Citer dette

@article{4ed4350099c511dd9e9b000ea68e967b,
title = "Decomposing swap spreads",
keywords = "Swaps, Kreditrisiko, Statsobligationer",
author = "Peter Feldh{\"u}tter and David Lando",
year = "2008",
doi = "10.1016/j.jfineco.2007.07.004",
language = "English",
volume = "88",
pages = "375--405",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier",
number = "2",

}

Decomposing swap spreads. / Feldhütter, Peter; Lando, David.

I: Journal of Financial Economics, Bind 88, Nr. 2, 2008, s. 375-405.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Decomposing swap spreads

AU - Feldhütter,Peter

AU - Lando,David

PY - 2008

Y1 - 2008

KW - Swaps

KW - Kreditrisiko

KW - Statsobligationer

U2 - 10.1016/j.jfineco.2007.07.004

DO - 10.1016/j.jfineco.2007.07.004

M3 - Journal article

VL - 88

SP - 375

EP - 405

JO - Journal of Financial Economics

T2 - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

IS - 2

ER -