Title of article
The effect of Fed monetary policy regimes on the US interest rate swap spreads
Author/Authors
Ying Huang، نويسنده , , Carl R. Chen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
25
From page
375
To page
399
Keywords
Swap spread , Economic shocks , Fed policies , Variance decomposition , Impulse response
Journal title
Review of Financial Economics
Serial Year
2007
Journal title
Review of Financial Economics
Record number
231361
Link To Document