A monetary policy-based explanation of swap spreads in China
Longzhen Fan, Xin Hou, Qian Sun
| Year of publication: |
2023
|
|---|---|
| Authors: | Fan, Longzhen ; Hou, Xin ; Sun, Qian |
| Subject: | excess return | loan prime rate | money supply | repos | swap spreads | China | Swap | Geldmenge | Money supply | Geldmarkt | Money market | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Zins | Interest rate | Repo-Geschäft | Repo transactions | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22451 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432922