Den svenska swapspreadens förklaringsfaktorer : en empirisk analys
This paper presents empirical evidence on the determinants of interest rate swap spreads in Sweden during the period 1999-2003. The results suggest that the spread between STIBOR and the general collateral repo rate is positively related to shorter maturity swap spreads. The risk premium associated...
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| Format: | Others |
| Language: | Swedish |
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Linköpings universitet, Ekonomiska institutionen
2004
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1875 |