THE MARKET FOR INTEREST-RATE SWAPS

被引:24
作者
SMITH, CW
SMITHSON, CW
WAKEMAN, LM
机构
[1] CONTINENTAL BANK,CHICAGO,IL
[2] CHEM BANK,NEW YORK,NY
关键词
D O I
10.2307/3665765
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:34 / 44
页数:11
相关论文
共 29 条
[1]  
*BANK INT SETTL, 1986, REC INN INT BANK
[2]  
BICKSLER J, 1986, J FINANCE JUL, P645
[3]   PRICING OF COMMODITY CONTRACTS [J].
BLACK, F .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :167-179
[4]  
BRENNEN MJ, 1986, J FINANCIAL EC JUN, P213
[5]  
BUSSER SA, 1981, J FINANCE MAR, P51
[6]  
COX JC, 1981, J FINANCIAL EC DEC, P321
[7]  
*FED RES BOARD, 1987, TREATM INT RAT EXCH
[8]  
*FED RES BOARD, 1987, AGR PROP US FED BANK
[9]  
FRENCH K, 1983, J FINANCIAL EC NOV, P311
[10]   FORWARD CONTRACTS AND FUTURES CONTRACTS [J].
JARROW, RA ;
OLDFIELD, GS .
JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) :373-382