Modeling volatility and changes in the swap spread
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- Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 38-47.
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- O'Donoghue, Erik, 2014. "The Effects of Premium Subsidies on Demand for Crop Insurance," Economic Research Report 178405, United States Department of Agriculture, Economic Research Service.
- Soliwoda, Michal, 2016. "Crop and livestock insurance in Poland reconsidered: challenges from the perspective of agricultural policy," 156th Seminar, October 4, 2016, Wagenigen, The Netherlands 249991, European Association of Agricultural Economists.
- Huang, Ying & Chen, Carl R., 2007. "The effect of Fed monetary policy regimes on the US interest rate swap spreads," Review of Financial Economics, Elsevier, vol. 16(4), pages 375-399.
- repec:eee:intfin:v:48:y:2017:i:c:p:135-145 is not listed on IDEAS
- Junji Shimada & Toyoharu Takahashi & Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda, 2010. "Japanese Interest Rate Swap Pricing," TERG Discussion Papers 253, Graduate School of Economics and Management, Tohoku University.
- Benbouzid, Nadia & Mallick, Sushanta, 2013. "Determinants of bank credit default swap spreads: The role of the housing sector," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 243-259.
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