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

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Bibliographic Details
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

Description
ISSN:	00221082
DOI:	10.1111/j.1540-6261.1997.tb01111.x