Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads
Year of publication: |
2022
|
---|---|
Authors: | Hanson, Samuel Gregory ; Malkhozov, Aytek ; Venter, Gyuri |
Publisher: |
[S.l.] : SSRN |
Subject: | Swap | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Risiko | Risk | Außenwirtschaftliches Gleichgewicht | External balance | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (77 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4301140 [DOI] |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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