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Applied Financial Economics Volume 22, 2012 - Issue 4
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Original Articles

Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration

Yuki Toyoshima Faculty of Economics, Kobe University, 2-1 Rokkodai, Nada-Ku, Kobe 657-8501, JapanCorrespondence[email protected]
Pages 331-338 | Published online: 20 Oct 2011

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