The effect of Fed monetary policy regimes on the US interest rate swap spreads
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- Jens Carsten Jackwerth, 1998.
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- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006.
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- Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998. "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1507-1532, December.
- Grinblatt, Mark, 1995. "An Analytic Solution for Interest Rate Swap Spreads," University of California at Los Angeles, Anderson Graduate School of Management qt9s13f3zx, Anderson Graduate School of Management, UCLA.
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