A Note on a Cointegrating Vector for US Interest Rate Swaps

Published January 5, 2005
Author(s)
Ying Huang , Salih N. Neftci
Article Info
Volume 1 2004, Issue #3
TO CITE

447 Views
290 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept