Spread decomposition with common spread components

T Henker, MPE Martens

Research output: Contribution to journal › Article › Academic

Original language	English
Pages (from-to)	88-115
Number of pages	28
Journal	International Journal of Managerial Finance
Volume	6
Issue number	2
DOIs	https://doi.org/10.1108/17439131011032031
Publication status	Published - 2010

Access to Document

@article{cefff5d301494cca9c72ac26ec7cb0d7,

title = "Spread decomposition with common spread components",

author = "T Henker and MPE Martens",

year = "2010",

doi = "10.1108/17439131011032031",

language = "English",

volume = "6",

pages = "88--115",

journal = "International Journal of Managerial Finance",

issn = "1743-9132",

number = "2",

}