Determinants of interest rate swap spreads

B-Tier

Journal: Journal of Banking & Finance

Year: 1998

Volume: 22

Issue: 12

Pages: 1507-1532

Authors (3)

Lang, Larry H. P. (Chinese University of Hong Kon...) Litzenberger, Robert H. (not in RePEc) Luchuan Liu, Andy (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count