![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Johnson Paul A. Garcia Marcio G. P.
Publisher: Routledge Ltd
ISSN: 1466-4305
Source: Applied Financial Economics, Vol.10, Iss.2, 2000-04, pp. : 171-176
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
The analysis of interest rate swap spreads in Japan
By Ito Takayasu
Applied Financial Economics Letters, Vol. 3, Iss. 1, 2007-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Econometric analysis of interest rate pass-through
By Cook Steven
Applied Financial Economics Letters, Vol. 4, Iss. 4, 2008-07 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
An empirical analysis of the German long-term interest rate
By Den Butter Frank A. G. Jansen Pieter W.
Applied Financial Economics, Vol. 14, Iss. 10, 2004-06 ,pp. :