Asgharian, Hossein (contributor); … - 2008
explanatory variables indicates that the underlying initiator
of these activities is changes in the shape of the yield curve. We … the
credit- and liquidity component. The results also show that the curvature and the slope of the
yield curve, as well … the yield curve should be an important
factor for the swap spread. According to Kobor et al (2005) a steep slope of the …