Demand-supply imbalance risk and long-term swap spreads

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Bibliographic Details

Other Authors:	Malkhozov, Aytek [Author] • Venter, Gyuiri [Author]
Type of Resource:	E-Book
Language:	English
published:	[London] [LSE Financial Markets Group] [2022]
Series:	SRC discussion paper London School of Economics and Political Science: Discussion paper ; [DP 853]
Subjects:	limits to arbitrage intermediary capital constraints swap spreads covered interest parity limits to arbitrage intermediary capital constraints swap spreads covered interest parity
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen