Decomposing swap spreads-Reference-Cited by-同舟云学术

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Decomposing swap spreads

Published:2008-05 Issue:2 Volume:88 Page:375-405
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Feldhütter Peter,Lando David

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference55 articles.

1. GSE debt and the decline in the Treasury debt market;Ambrose;Journal of Money, Credit, and Banking,2002

2. BIS, 2002a. BIS quarterly review, December. International Banking and Financial Market Developments, 1–100.

3. BIS, 2002b. BIS quarterly review, June. International Banking and Financial Market Developments, 1–71.

4. BIS, 2003a. BIS quarterly review, June. International Banking and Financial Market Developments, 1–79.

5. BIS, 2003b. BIS quarterly review, September. International Banking and Financial Market Developments, 1–89.

Cited by 164 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Treasury Richness;The Journal of Finance;2024-07-16

2. Demand-and-supply imbalance risk and long-term swap spreads;Journal of Financial Economics;2024-04

3. Examining the impact of central clearing and swap execution facilities on interest rate swap spreads and their determinants;Risk Governance and Control: Financial Markets and Institutions;2024

4. Industry Distress Anomaly;SSRN Electronic Journal;2024

5. Intermediary balance sheets and the treasury yield curve;Journal of Financial Economics;2023-12

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