%0 Journal Article %1 In2003 %A In, Francis %A Brown, Rob %A Fang, Victor %D 2003 %J International Review of Financial Analysis %K U.S. spread swap %N 5 %P 545--561 %T Modeling volatility and changes in the swap spread %U http://www.sciencedirect.com/science/article/B6W4W-4949KSG-1/1/da1ca0414ee826cf247bd6b25cc5d20f %V 12

@article{In2003, added-at = {2008-04-29T08:06:25.000+0200}, author = {In, Francis and Brown, Rob and Fang, Victor}, biburl = {https://www.bibsonomy.org/bibtex/2a164ea4cf2ada4a7ec60b8e98bb97f14/smicha}, interhash = {96b324a7b6336196c96cf7f448ae893a}, intrahash = {a164ea4cf2ada4a7ec60b8e98bb97f14}, journal = {International Review of Financial Analysis}, keywords = {U.S. spread swap}, number = 5, pages = {545--561}, timestamp = {2008-04-29T08:08:22.000+0200}, title = {Modeling volatility and changes in the swap spread}, url = {http://www.sciencedirect.com/science/article/B6W4W-4949KSG-1/1/da1ca0414ee826cf247bd6b25cc5d20f}, volume = 12, year = 2003 }