𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Radiometric Dating of the United Kingdom SWAP Sites

✍ Scribed by Appleby, P. G.; Richardson, N.; Nolan, P. J.; Oldfield, F.

Book ID
120153844
Publisher
The Royal Society
Year
1990
Tongue
English
Weight
705 KB
Volume
327
Category
Article
ISSN
0080-4622

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## Abstract We assess the ability of the factors proposed in previous research to account for the stochastic evolution of the term structure of the U.S. and U.K. swap spreads. Using as factor proxies the level, volatility, and slope of the zero‐coupon government yield curve as well as the Treasury‐