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A dynamic approach to modeling interest rate swap spreads: Evidence from U.S. and German markets in 1994-2001

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dc.contributor Aalto-yliopisto fi
dc.contributor Aalto University en
dc.contributor.author Pajari, Matti J.
dc.date.accessioned 2020-11-17T13:12:20Z
dc.date.available 2020-11-17T13:12:20Z
dc.date.issued 2001
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/55977
dc.language.iso en en
dc.title A dynamic approach to modeling interest rate swap spreads: Evidence from U.S. and German markets in 1994-2001 en
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department HKKK. Lask. Pro gradu fi
dc.subject.keyword Laskentatoimi fi
dc.subject.keyword Arvopaperimarkkinat fi
dc.subject.keyword Obligaatiot fi
dc.subject.keyword Kurssivaihtelut fi
dc.identifier.urn URN:NBN:fi:aalto-2020111714830
dc.programme.major Laskentatoimi fi
dc.type.ontasot Master's thesis en
dc.type.ontasot Pro gradu -tutkielma fi
local.aalto.openaccess no
local.aalto.digifolder Aalto_50481
dc.rights.accesslevel closedAccess
dc.type.publication masterThesis
dc.type.okm G2 Pro gradu, diplomityö
local.aalto.idthes 8471
local.aalto.digiauth ask


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