The forint interest rate swap market and the main drivers of swap spreads
Year of publication: |
2008
|
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Authors: | Csávás, Csaba ; Varga, Lóránt ; Balogh, Csaba |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | Zinsderivat | Marktliquidität | Öffentliche Anleihe | Ungarn | forint interest rate swap market | government securities market | interest rate swap spread | swap spread model |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 671536508 [GVK] hdl:10419/83534 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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The forint interest rate swap market and the main drivers of swap spreads
Csávás, Csaba, (2008)
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The forint interest rate swap market and the main drivers of swap spreads
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Secondary market trading infrastructure of government securities
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The forint interest rate swap market and the main drivers of swap spreads
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The forint interest rate swap market and the main drivers of swap spreads
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