Korean | English

pISSN : 2384-3209

2020 KCI Impact Factor : 0.94
Home > Explore Content > All Issues > Article View
4 of 8

The Persistence of Negative Swap Spread and the Efficiency of Bond Market - The Role of Arbitrage Trading between Spot and Interest Rate Swap -

Journal of Insurance and Finance
2009, 20(3), pp.97-124
Publisher : Korea Insurance Research Institute
Research Area : Business Management

SEUNG YEON WON 1 Sang Buhm Hahn 2

1 영남대학교
2 경기대학교

등재

Statistics

icon 208 Viewed

Tools

icon Print this page

icon Download PDF

Search PDF

Close X