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What Determines U.S. Swap Spreads? de Adam Kobor

What Determines U.S. Swap Spreads?: World Bank Working Papers, cartea 62

Autor Adam Kobor, Lishan Shi, Ivan Zelenko
en Limba Engleză Paperback – 14 iul 2005
Financial theory depicts swaps as contracts indexed on Libor rates. This title examines the evolution of the US interest swap market. It reviews the theory and past empirical studies on US swap spreads and estimates an error correction model for maturities of 2-, 5- and 10-year over the period 1994-2004.
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Specificații

ISBN-13: 9780821363386
ISBN-10: 0821363387
Pagini: 47
Dimensiuni: 179 x 255 x 5 mm
Greutate: 0.13 kg
Editura: World Bank
Colecția World Bank
Seria World Bank Working Papers