Cover image not available

On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models

Ilias Lekkos

Publication Data

Title On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Author Ilias Lekkos
Contributors Costas Milas, Theodore Panagiotidis, Centre for Economic Policy Research
Publisher Department of Economics, Keele University
Publication date 2005
Publication location Keele
Language English

Descriptive Notes

Title from cover.
"October 2005."

Topics

Interest rate futures

Catalogue Data

OBNB ID GBB157597
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6323

ISBD

P1053 23 p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models by Ilias Lekkos. Published by Department of Economics, Keele University in 2005. Publication and catalogue information, links to buy online and reader comments.