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What Determines U.S. Swap Spreads?
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Product Description: This title examines the evolution of the U.S. interest swap market. It reviews the theory and past empirical studies on U.S. swap spreads and estimates an error correction model for maturities of 2-, 5- and 10-year over the period 1994-2004...read more
By Adam Kobor, Lishan Shi and Ivan Zelenko
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Paperback:

9780821363386 | World Bank, July 15, 2005, cover price $10.00 | About this edition: This title examines the evolution of the U.

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