Demystifying the US Treasury floating rate note puzzle : a swap market perspective
Jungkyu Ahn, Yongkil Ahn
| Year of publication: |
2022
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|---|---|
| Authors: | Ahn, Jungkyu ; Ahn, Yongkil |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-6
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| Subject: | Asset swap | Basis swap | Discount margin | Floating rate note | Safe asset | Swap | Anleihe | Bond | Zinsderivat | Interest rate derivative | Staatspapier | Government securities |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103362 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245417