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Swaps and the swaps yield curve

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  • Joseph G. Haubrich

Abstract

Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves. This Commentary gives a brief introduction to swaps and their relation to other interest rates.

Suggested Citation

  • Joseph G. Haubrich, 2001. "Swaps and the swaps yield curve," Economic Commentary, Federal Reserve Bank of Cleveland, issue Dec.
    • Handle: RePEc:fip:fedcec:y:2001:i:dec
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    Cited by:

    1. Nippani, Srinivas & Smith, Stanley D., 2010. "The increasing default risk of US Treasury securities due to the financial crisis," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2472-2480, October.
    2. C. Sirmans & Stanley Smith & G. Sirmans, 2015. "Determinants of Mortgage Interest Rates: Treasuries versus Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 50(1), pages 34-51, January.
    3. Srinivas Nippani & Stanley D. Smith, 2009. "The Increasing Default Risk of U.S. Treasuries Securities Due to the Financial Crisis," NFI Working Papers 2010-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.

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    Keywords

    Interest rates; Swaps (Finance);

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