Can the choice of interpolation method explain the difference between swap prices and futures prices?

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    Author
    Brown, R; Fang, V
    Date
    2005-07-01
    Source Title
    Accounting and Finance
    Publisher
    Wiley
    University of Melbourne Author/s
    Brown, Robert
    Affiliation
    Finance
    Metadata
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    Document Type
    Journal Article
    Citations
    Brown, R. & Fang, V. (2005). Can the choice of interpolation method explain the difference between swap prices and futures prices?. Accounting and Finance, 45 (2), pp.199-216. https://doi.org/10.1111/j.1467-629x.2004.00127.x.
    Access Status
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/29124
    DOI
    10.1111/j.1467-629x.2004.00127.x
    Description

    C1 - Refereed Journal Article
    Keywords
    Accounting; Auditing and Accountability

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