An econometric model of the term structure of interest-rate swap yields

Journal of Finance

Volumn 52, Issue 4, 1997, Pages 1287-1321

  Duffie, Darrell ^a   Singleton, Kenneth J ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0006069985     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1997.tb01111.x     Document Type: Article

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