ISSN: 2279-7807

Quaderni di Dipartimento

Estimating the risk premium for swap spreads Two econometric GARCH-based techniques

Carolina Castagnetti (Università di Pavia)

# 2 (02-01)

Dipartimento di economia politica e metodi quantitativi Università degli studi di Pavia Via San Felice, 5 I-27100 Pavia

Febbraio 2001

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