What determines U.S. swap spreads? [electronic resource] /
Adam Kobor, Lishan Shi, Ivan Zelenko.
- Washington, D.C. : World Bank, 2005.
- vii, 47 p.
- World Bank working paper ; no. 62 .
- World Bank working paper ; no. 62. .
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Swaps (Finance)--United States. Interest rates--Mathematical models.