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Output details

19 - Business and Management Studies

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Article title

Decomposing swap spreads

Type

D - Journal article

DOI

Title of journal

Journal of Financial Economics

Article number

Volume number

Issue number

First page of article

375

ISSN of journal

0304405X

Year of publication

2008

URL

Number of additional authors

Additional information

Best paper in Quantitative Investments, WFA, 2006.

Interdisciplinary

Cross-referral requested

Research group

C - Finance

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract