Impact of credit spreads, monetary policy and convergence trading on swap spreads

International Review of Financial Analysis

Volumn 19, Issue 2, 2010, Pages 118-126

  Chung, Hon Lun ^a   Chan, Wai Sum ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Convergence trading; Credit spread; Swap spread

Indexed keywords

EID: 77949874283     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2010.01.004     Document Type: Article

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