## Abstract This article contains both a theoretical and an empirical analysis of the components of interest rate swap spreads defined as the difference between the fixed swap rate and the risk‐free rate of equal maturity. The components are determined by expected LIBOR spreads, default risk, and m
Fiscal policy events and interest rate swap spreads: Evidence from the EU
✍ Scribed by António Afonso; Rolf Strauch
- Book ID
- 116575236
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 259 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1042-4431
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