An Econometric Model of the Term Structure of Interest-Rate Swap Yields.
| Autor: | DUFFIE, DARRELL1, SINGLETON, KENNETH J.1 |
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| Zdroj: | Journal of Finance (Wiley-Blackwell). Sep97, Vol. 52 Issue 4, p1287-1321. 35p. 7 Charts, 6 Graphs. |
| Databáze: | Business Source Ultimate |
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