Demand-supply imbalance risk and long-term swap spreads

Bibliographic Details

Authors and Corporations:	Hanson, Samuel G. (Author), Malkhozov, Aytek (Author), Venter, Gyuiri (Author)
Other Authors:	Malkhozov, Aytek [Author] • Venter, Gyuiri [Author]
Type of Resource:	E-Book
Language:	English
published:	London Systemic Risk Centre, The London School of Economics and Political Science [2022]
Series:	SRC discussion paper ; no 118 (April 2022)
Subjects:	limits to arbitrage intermediary capital constraints swap spreads coveredinterest parity Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen