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
Kenneth A. Tah
is an assistant professor of finance at the Stetson School of Business and Economics at Mercer University in Macon, GA
Geoffrey Ngene
is an associate professor of finance at the Stetson School of Business and Economics at Mercer University in Macon, GA
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In this issue
The Journal of Fixed Income
Vol. 31, Issue 4
Spring 2022
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