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What determines U.S. swap spreads? /
This title examines the evolution of the U.S. interest swap market. It reviews the theory and past empirical studies on U.S. swap spreads and estimates an error correction model for maturities of 2-, 5- and 10-year over the period 1994-2004. Financial theory depicts swaps as contracts indexed on LIB...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Washington, D.C. :
World Bank,
2005.
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| Series: | World Bank working paper ;
no. 62. |
| Subjects: | |
| Online Access: | Texto completo |