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Pricing factors in the multiple-term structures from interbank rates
Articles
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Classification
Overview
authors
LAFUENTE LUENGO, JUAN ANGEL
Petit, Nuria
SERRANO JIMENEZ, PEDRO JOSE
published in
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
Journal
publication date
March 2019
start page
138
end page
159
volume
91
Digital Object Identifier (DOI)
https://doi.org/10.1016/j.jimonfin.2018.11.008
full text
https://hdl.handle.net/10016/44907
International Standard Serial Number (ISSN)
0261-5606
Electronic International Standard Serial Number (EISSN)
1873-0639
Classification
subjects
Business
Economics
keywords
basis swaps; multiple-term structures; default risk