Decomposing swap spreads

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalJournal of Financial Economics
Volume88
Issue number2
Pages375-405
Number of pages31
ISSN0304-405X
DOIs
StatePublished - 2008

Keywords

    Cite this

    @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.

    In: Journal of Financial Economics, Vol. 88, No. 2, 2008, p. 375-405.

    Research output: Contribution to journalJournal articleResearchpeer-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 -