What determines U.S. swap spreads?
By: Adam Kobor, Lishan Shi, Ivan Zelenko.
Contributors: Shi, Lishan.; Zelenko, Ivan.; World Bank.
Series: World Bank working paper -- no. 62
Publisher: World Bank
Published: 2005
Place of publication: Washington, D.C
Language: eng
ISBN-13: 9780821363386
Subjects: Swaps (Finance) -- United States.; Interest rates -- Mathematical models.
Notes: Includes bibliographical references.