The Impact of Regulatory News and Discount Rate Changes on the Time Varying Volatility of Interest Rate Swap Spreads

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	229-252
Journal	Journal of Financial Engineering
Volume	3
Issue number	September/December
State	Published - 1994

Cite this

@article{e6368a2cfeda4ebb9e2ca0ec3c23f7b8,

title = "The Impact of Regulatory News and Discount Rate Changes on the Time Varying Volatility of Interest Rate Swap Spreads",

author = "\{Fletcher Brown\}, Donna and Jay Sultan",

year = "1994",

language = "English",

volume = "3",

pages = "229--252",

journal = "Journal of Financial Engineering",

number = "September/December",

}