Kóbor, Ádám.

What determines U.S. swap spreads? / Adam Kobor, Lishan Shi, Ivan Zelenko. - Washington, D.C. : World Bank, c2005. - vii, 47 p. : ill. ; 26 cm. - World Bank working paper ; no. 62 .

Includes bibliographical references (p. 45-47).

0821363387 9780821363386 0821363395 17265878


Swaps (Finance)--United States.
Interest rates--Mathematical models.

332.640973 / KOW 2005