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
Keywords :
Swap spread , Economic shocks , Fed policies , Variance decomposition , Impulse response
Journal title :
Review of Financial Economics
Journal title :
Review of Financial Economics
