Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Year of publication: |
2023
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Authors: | Li, Shaoyu ; Zhu, Chunhui ; Shang, Yuhuang |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 91.2023, p. 170-185
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Subject: | Business cycle | Hedging demand | Near-zero swap spreads | Time-varying | Hedging | Zinsderivat | Interest rate derivative | Swap | Zinsstruktur | Yield curve | China | Schätzung | Estimation |
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