An empirical analysis of the Australian dollar swap spreads

Pacific Basin Finance Journal

Volumn 11, Issue 2, 2003, Pages 153-173

  Fang, Victor ^a   Muljono, Ronny ^b  

^a MONASH UNIVERSITY   (Australia)

^b Australia and New Zealand Banking Group   (Australia)

Author keywords

Government bonds; Swap spreads; Term structure of interest rates

Indexed keywords

EID: 0037375025     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00112-9     Document Type: Article

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