What Determines U.S. Swap Spreads? (World Bank Working Papers)
Publisher: World Bank Publications
Published: July 15, 2005
Language: eng
Format: Paperback
Number of pages: 56
ISBN-13: 9780821363386
Subjects: Investment & securities; Business & Economics; Business / Economics / Finance; Business/Economics; Industries - General; Investments & Securities - Futures; Development - Business Development; Interest rates; Mathematical models; Swaps (Finance); Swaps (Finances); United States; âEtats-Unis
First sentence: This paper studies the determinants of U.S. Dollar (US$) interest rate swap spreads from 1994 to 2004 and presents an econometric model based on this analysis.