Search results for Corporate Swap Use and Its Effect on Swap Spreads Corporate Swap Use and Its Effect on Swap Spreads

Corporate Swap Use and Its Effect on Swap Spreads Christopher Paul Lin Professor Edward Tower Faculty Advisor Honors Thesis submitted in partial fulfillment of the requirements…

Fixed-Income Research January 13, 2003 Bruce Tuckman 212-526-2252 [email protected] Measures of Asset Swap Spreads and their Corresponding Trades Asset swap spreads…

Yale ICF Working Paper No. 02-02 January 2, 2002 AN ANALYTIC SOLUTION FOR INTEREST RATE SWAP SPREADS Mark Grinblatt Anderson School at UCLA Yale International Center for…

1 European Asset Swap Spreads and the Credit Crisis Wolfgang Aussenegg(a), Lukas Götz(b), and Ranko Jelic(c)* (a) Department of Finance and Corporate Control, Vienna University…

Nina Boyarchenko Pooja Gupta Nick Steele and Jacqueline Yen Negative Swap Spreads Federal Reserve Bank of New York Economic Policy Review 24 no 2 October 2018 1 An interest…

1 The Effect of Interest Rate Volatility on Corporate Yield Spreads on both Noncallable and Callable Bonds Dong H. Kim and Duane Stock Michael F. Price College of Business…

An Explanation of Negative Swap Spreads:∗ Demand for Duration from Underfunded Pension Plans Sven Klingler† Suresh Sundaresan‡ October 4, 2016 Abstract The 30-year…

FIXED INCOME DISLOCATIONS: Risks and implications for investors IN THIS PAPER WE DISCUSS... â Negative swap spreads: this time itâs different â From ZIRP to NIRP: Interest…

Journal of Financial Economics 88 (2008) 375–405 www.elsevier.com/locate/jfec Copenhagen Business School, Solbjerg Plads 3, DK-2000 Frederiksberg, Denmark Received

EURIBOR BASIS SWAP SPREADS Economics Table of contents 1 Introduction ...................................................................................... 1 1.1 Motivation

The University of Reading What Drives Swap Spreads, and Salih Neftci Graduate Center, City University of New York ISMA Centre, University of Reading, UK with Ira Jersey Credit

Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms*Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks

Negative Swap Spreads and Limited Arbitrage Urban J. Jermann∗ Wharton School of the University of Pennsylvania and NBER November 17, 2017 Abstract Since October 2008 fixed…

Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms∗ Benjamin Yibin Zhang† Hao Zhou‡ Haibin Zhu§ First Draft: December…

Credit Default Swap Spreads and Systemic Financial Risk∗ Stefano Giglio Harvard University JOB MARKET PAPER January 2011 Abstract This paper presents a novel method to…

1 European Asset Swap Spreads and the Credit Crisis Wolfgang Aussenegg (a) , Lukas Götz (b) , and Ranko Jelic (c)* (a) Department of Finance and Corporate Control, Vienna…

Jumps and Volatilities in the Energy Market Jose Da Fonseca Abstract This paper studies the relationship between credit default swap spreads (CDS) for the Energy sector and

Credit Default Swap Spreads as Viable Substitutes for Credit RatingsCREDIT DEFAULT SWAP SPREADS AS VIABLE SUBSTITUTES FOR CREDIT RATINGS MARK J. FLANNERY,† JOEL F.

spreads for PIIGS - A macroeconomic approach ABSTRACT This study examines the effects of changes in macroeconomic variables on sovereign CDS spreads for the countries within

EURIBOR BASIS SWAP SPREADS Estimating driving forces Economics Master's thesis Joni Hirvelä 2012 Department of Economics Aalto University School of Economics http://hsepubl.lib.hse.fi…