Blaskowitz, Oliver (contributor); … - 2008
(2003) point out that the EURO swap market has become
one of the largest and most liquid markets world wide. The enormous … increase in hedging and
positioning activity tripled the turnover in Euro denominated interest rate swaps between
2000 and 2006 …(4), 1287–1321 (1997).
17
European Central Bank, ‘Euro Money Market Study 2006’, Press Release, download
from http …