International pension swaps

Journal of Pension Economics and Finance

Volumn 1, Issue 1, 2002, Pages 77-83

  Bodie, Zvi ^a   Merton, Robert C ^b  

^a BOSTON UNIVERSITY   (United States)

^b HARVARD BUSINESS SCHOOL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24944487141     PISSN: 14747472     EISSN: 14753022     Source Type: Journal    
DOI: 10.1017/S1474747201001032     Document Type: Article

References (8)

1. Bodie, Z. and Merton, R. C. (2000) Finance, p. 290. Upper Saddle River, NJ: Prentice Hall.
2. Brown, K. C. and Smith, D. J. (1995) Interest Rate and Currency Swaps: A Tutorial. Charlottesville, VA: Financial Analysts Research Foundation.
3. Hancock, P. (2001) Functional finance. Speech to International Swap Dealers Association, April.
4. Hutchinson, M. (2001) The global derivatives market. United Press International, Thursday, April 12.
5. Lessard, Donald R. (1973) International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries. Journal of Finance, June, 619–633.
6. Merton, R. C. (1990) The financial system and economic performance. Journal of Financial Services Research 4(December) 263–300.
7. Oecd, Organization for Economic Cooperation and Development (2000) Survey of investment regulation of pension funds. DAFFE/AS/PEN/WD (2000) 13/REV2.
8. Reisen, H. (2000) Pensions, Savings and Capital Flows. London: Edward Elgar Publishing.