The effect of Fed monetary policy regimes on the US interest rate swap spreads

Review of Financial Economics

Volumn 16, Issue 4, 2007, Pages 375-399

  Huang, Ying ^a   Chen, Carl R ^b  

^a MANHATTAN COLLEGE   (United States)

^b UNIVERSITY OF DAYTON   (United States)

Author keywords

Economic shocks; Fed policies; Impulse response; Swap spread; Variance decomposition

Indexed keywords

EID: 36248987397     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2006.05.002     Document Type: Article

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