Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{a529053e6e8a4c2484b87204b471071d,

title = "Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads",

author = "Tah, \{Kenneth A.\} and Geoffrey Ngene",

year = "2018",

month = mar,

day = "1",

doi = "10.3905/jfi.2018.1.060",

language = "English",

volume = "27",

pages = "40--52",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Institutional Investor, [email protected]",

number = "4",

}

TY - JOUR

T1 - Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads

AU - Tah, Kenneth A.

AU - Ngene, Geoffrey

PY - 2018/3/1

Y1 - 2018/3/1

UR - https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85049123509&origin=inward

UR - https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=85049123509&origin=inward

U2 - 10.3905/jfi.2018.1.060

DO - 10.3905/jfi.2018.1.060

M3 - Article

SN - 1059-8596

VL - 27

SP - 40

EP - 52

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 4

ER -