A Note on a Cointegrating Vector for US Interest Rate Swaps

A Note on a Cointegrating Vector for US Interest Rate Swaps

Bibliographic Details
Main Authors: Ying Huang, Salih N. Neftci
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2005-01-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1119/imfi_en_2004_03_Huang.pdf
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spelling doaj-8c9fd8fb850a4eaaa63b873f52b92a482020-11-25T02:52:39ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations 1810-49671812-93582005-01-01131119A Note on a Cointegrating Vector for US Interest Rate SwapsYing HuangSalih N. Neftcihttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1119/imfi_en_2004_03_Huang.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Ying Huang
Salih N. Neftci
spellingShingle Ying Huang
Salih N. Neftci
A Note on a Cointegrating Vector for US Interest Rate Swaps
Investment Management & Financial Innovations
author_facet Ying Huang
Salih N. Neftci
author_sort Ying Huang
title A Note on a Cointegrating Vector for US Interest Rate Swaps
title_short A Note on a Cointegrating Vector for US Interest Rate Swaps
title_full A Note on a Cointegrating Vector for US Interest Rate Swaps
title_fullStr A Note on a Cointegrating Vector for US Interest Rate Swaps
title_full_unstemmed A Note on a Cointegrating Vector for US Interest Rate Swaps
title_sort note on a cointegrating vector for us interest rate swaps
publisher LLC "CPC "Business Perspectives"
series Investment Management & Financial Innovations
issn 1810-4967
1812-9358
publishDate 2005-01-01
url https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1119/imfi_en_2004_03_Huang.pdf
work_keys_str_mv AT yinghuang anoteonacointegratingvectorforusinterestrateswaps
AT salihnneftci anoteonacointegratingvectorforusinterestrateswaps
AT yinghuang noteonacointegratingvectorforusinterestrateswaps
AT salihnneftci noteonacointegratingvectorforusinterestrateswaps
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