Showing 1 - 10 of 111
Persistent link: https://www.econbiz.de/10001579610
In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically … the swap spread differ between different horizons. The sensitivity of the parameters to all possible model specifications … the Mortgage Backed Security holders have strong impacts on the US swap spread. …
Persistent link: https://www.econbiz.de/10003721205
Persistent link: https://www.econbiz.de/10010503482
Persistent link: https://www.econbiz.de/10000754698
Persistent link: https://www.econbiz.de/10000754730
Persistent link: https://www.econbiz.de/10000820911
Persistent link: https://www.econbiz.de/10001375372
Persistent link: https://www.econbiz.de/10001204045