Asgharian, Hossein (contributor); … - 2008
counterparty default
risk. Grinblatt (2001), however, argues that swaps are free from default risk. He therefore
attributes the … rate and increasing the swap spread. From these two viewpoints,
the slope is a driver of the relative demand for swaps … Paper, Yale University.
Kobor, A., Shi, L. and Zelenko, I., 2005, What determines US swaps spreads? World Bank,
working …