Onshore spread and swap spread: Chilean money market liquidity indicators
In: The IFC's contribution to the 57th ISI Session, Durban, August 2009
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References listed on IDEAS
- Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2000.
"The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads,"
University of California at Los Angeles, Anderson Graduate School of Management
qt0zw4f9w6, Anderson Graduate School of Management, UCLA.
- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers 8990, National Bureau of Economic Research, Inc.
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