Showing 1 - 10 of 34
Persistent link: https://www.econbiz.de/10001017521
In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically motivated candidate factors. We conduct an analysis in the frequency domain to see how the impacts of the candidate factors on the swap spread differ between different horizons....
Persistent link: https://www.econbiz.de/10003721205
Persistent link: https://www.econbiz.de/10000832549
Persistent link: https://www.econbiz.de/10009681031
Persistent link: https://www.econbiz.de/10001572340
Persistent link: https://www.econbiz.de/10000882187
Persistent link: https://www.econbiz.de/10000875449
Persistent link: https://www.econbiz.de/10001579610
Persistent link: https://www.econbiz.de/10001181114
Persistent link: https://www.econbiz.de/10000868615