Bid offer spreads for interest rate swaps and U.S. treasury yields
By: H. Peter Holzer, Joseph E. Finnerty
Contributors: Finnerty, Joseph E.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1480; BEBR faculty working paper -- no. 1480.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1988
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 13
Notes: Includes bibliographical references (p. 13).