Pricing factors in the multiple-term structures from interbank rates Articles uri icon

publication date

  • March 2019

start page

  • 138

end page

  • 159

volume

  • 91

International Standard Serial Number (ISSN)

  • 0261-5606

Electronic International Standard Serial Number (EISSN)

  • 1873-0639

subjects

  • Business
  • Economics

keywords

  • basis swaps; multiple-term structures; default risk