Pricing Interest Rate Swaps in Malaysia
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DOI: 10.1142/S0219091504000251
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- Afonso, Antonio & Strauch, Rolf, 2007.
"Fiscal policy events and interest rate swap spreads: Evidence from the EU,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 261-276, July.
- Strauch, Rolf & Afonso, António, 2004. "Fiscal policy events and interest rate swap spreads: evidence from the EU," Working Paper Series 303, European Central Bank.
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More about this item
Keywords
Interest rate swaps; pricing; Malaysia; JEL Classification: G13; JEL Classification: G38;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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