Article

Ripple Effects, Long-Run Relationship and Dynamic Corrections among Interest Rate Swap Spreads

Kenneth A. Tah and Geoffrey Ngene
The Journal of Fixed Income Spring 2018, jfi.2018.1.060; DOI: https://doi.org/10.3905/jfi.2018.1.060

Article Information

jfi.2018.1.060
DOI 
https://doi.org/10.3905/jfi.2018.1.060
Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online February 19, 2018.

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Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Kenneth A. Tah
    1. is an assistant professor of finance at the Stetson School of Business and Economics at Mercer University in Macon, GA. (tah_ka{at}mercer.edu)
  2. Geoffrey Ngene
    1. is an associate professor of finance at the Stetson School of Business and Economics at Mercer University in Macon, GA. (ngene_gm{at}mercer.edu)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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Ripple Effects, Long-Run Relationship and Dynamic Corrections among Interest Rate Swap Spreads
Kenneth A. Tah, Geoffrey Ngene
The Journal of Fixed Income Feb 2018, jfi.2018.1.060; DOI: 10.3905/jfi.2018.1.060
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