Search Results for: What Determines Us Swap Spreads

What Determines U.S. Swap Spreads?

What Determines U.S. Swap Spreads?
Author :
Publisher : World Bank Publications
Total Pages : 60
Release :
ISBN-10 : 0821363387
ISBN-13 : 9780821363386
Rating : 4/5 (87 Downloads)
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Book Synopsis What Determines U.S. Swap Spreads? by : 3/4dm̀ Kb̤or

Download or read book What Determines U.S. Swap Spreads? written by 3/4dm̀ Kb̤or and published by World Bank Publications. This book was released on with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:


What Determines U.S. Swap Spreads? Related Books

What Determines U.S. Swap Spreads?
Language: en
Pages: 60

What Determines U.S. Swap Spreads?

Authors: 3/4dm̀ Kb̤or
Categories:
Type: BOOK - Published: - Publisher: World Bank Publications

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What Determines U.S. Swap Spreads?
Language: en
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What Determines U.S. Swap Spreads?

Authors: Ádám Kóbor
Categories: Business & Economics
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References p. 45-47.
An Empirical Examination of U.S. Dollar Swap Spreads
Language: en
Pages:

An Empirical Examination of U.S. Dollar Swap Spreads

Authors: Bernadette A. Minton
Categories:
Type: BOOK - Published: 1999 - Publisher:

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The structure of a plain vanilla interest rate swap is such that its cash flows can be replicated by a portfolio of two bonds or by a portfolio of short-term in
The Transmission of Swap Spreads and Volatilities in the International Swap Markets
Language: en
Pages: 37

The Transmission of Swap Spreads and Volatilities in the International Swap Markets

Authors: Young Ho Eom
Categories:
Type: BOOK - Published: 2002 - Publisher:

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We investigate the Japanese yen and U.S. dollar interest rate swap markets during the period 1990-2000, by examining the spreads of the swap rates over comparab
The Effect of Fed Monetary Policy Regimes on the US Interest Rate Swap Spreads
Language: en
Pages:

The Effect of Fed Monetary Policy Regimes on the US Interest Rate Swap Spreads

Authors: Ying Sophie Huang
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper analyzes the asymmetric impacts of various economic shocks on swap spreads under distinct Fed monetary policy regimes. The results indicate that (a)