Determinants of interest rate swap spreads

Journal of Banking and Finance

Volumn 22, Issue 12, 1998, Pages 1507-1532

  Lang, Larry H P ^a,b   Litzenberger, Robert H ^c   Luchuan Liu, Andy ^d  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF CHICAGO   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

^d CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bond; D82; Derivatives; Financing strategy; G13; G32; Interest rate swap; Swap spread

Indexed keywords

EID: 0012425336     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00068-5     Document Type: Article

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