Decomposing swap spreads

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Financial Economics
Volume	88
Issue number	2
Pages (from-to)	375-405
Number of pages	31
ISSN	0304-405X
DOIs	https://doi.org/10.1016/j.jfineco.2007.07.004
Publication status	Published - 2008

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@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",

}

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

SN - 0304-405X

VL - 88

SP - 375

EP - 405

JO - Journal of Financial Economics

JF - Journal of Financial Economics

IS - 2

ER -