What Determines U.S. Swap Spreads?

By Adam Kobor, Ivan Zelenko, Lishan Shi

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-,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0821363387
• ISBN13: 9780821363386
• Release Date: July 2005
• Publisher: World Bank Publications
• Length: 47 Pages
• Weight: 0.28 lbs.
• Dimensions: 0.2" x 7.0" x 10.0"