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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004
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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004
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AuthorKluza, Stanisław (1)Sławiński, Andrzej (1)Subject
arbitraż (1)
asset swap (1)FRA (1)IRS (1)obligacje (1)rynek pieniężny (1)stopa procentowa (1)... View MoreDate Issued2004 (1)Has File(s)Yes (1)

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Arbitraż na rynku instrumentów procentowych (na przykładzie rynku FRA i obligacji) 

Kluza, Stanisław; Sławiński, Andrzej (Wydawnictwo Uniwersytetu Łódzkiego, 2004)
The article discusses the relationship between the changes in bond yields and FRA rates. The established models check the strength and the causality of changes at both markets. The intuition suggests that long-term interest ...

University of Lodz Repository

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University of Lodz Repository

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