A monetary policy-based explanation of swap spreads in China
Year of publication: |
2023
|
---|---|
Authors: | Fan, Longzhen ; Hou, Xin ; Sun, Qian |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 11, p. 1645-1667
|
Subject: | excess return | loan prime rate | money supply | repos | swap spreads | Geldmenge | Money supply | Swap | Zins | Interest rate | China | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Repo-Geschäft | Repo transactions | Geldpolitik | Monetary policy | Geldmarkt | Money market |
-
Klingler, Sven, (2019)
-
Klingler, Sven, (2021)
-
Interest-rate causality between the federal funds rate and long-run market interest rates
Kim, Hongkil, (2019)
- More ...
-
Protection Planning for Rural Centralized Drinking Water Source Areas in Chongqing
Hou, Xin, (2012)
-
The Chinese interbank repo market: An analysis of term premiums
Fan, Longzhen, (2006)
-
An empirical evaluation of China's monetary policies
Fan, Longzhen, (2011)
- More ...