Impact of credit spreads, monetary policy and convergence trading on swap spreads
Year of publication: |
2010
|
---|---|
Authors: | Chung, Hon-lun ; Chan, Wai-Sum |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 2, p. 118-126
|
Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | USA | United States | 1991-2006 |
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