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An Econometric Model of the Term Structure of Interest-Rate Swap Yields.

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Title: An Econometric Model of the Term Structure of Interest-Rate Swap Yields.
Authors: DUFFIE, DARRELL1, SINGLETON, KENNETH J.1
Source: Journal of Finance (Wiley-Blackwell). Sep97, Vol. 52 Issue 4, p1287-1321. 35p. 7 Charts, 6 Graphs.
Database: Business Source Ultimate
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DbLabel: Business Source Ultimate
An: 9710090919
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Finance+%28Wiley-Blackwell%29%22">Journal of Finance (Wiley-Blackwell)</searchLink>. Sep97, Vol. 52 Issue 4, p1287-1321. 35p. 7 Charts, 6 Graphs.
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      – Type: doi
        Value: 10.1111/j.1540-6261.1997.tb01111.x
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      – Code: eng
        Text: English
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        PageCount: 35
        StartPage: 1287
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      – TitleFull: An Econometric Model of the Term Structure of Interest-Rate Swap Yields.
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            NameFull: DUFFIE, DARRELL
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              Text: Sep97
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              Y: 1997
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              Value: 52
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