Swap Spread Analysis is a financial metrics framework that quantifies the differential between the swap rate and the yield on a comparable government bond to assess relative value, credit risk, and market liquidity in interest rate derivatives markets.
84
Publications
5.2K
Citations
136
Authors
118
Institutions
Publications per year
2017–2026
11
Parents
Publications
84
1–5 of 84
Authors
136
- VF
4
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- RB
3
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- YH
3
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- FI
3
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- OF
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1–5 of 136
Institutions
118
National Bureau of Economic Research
Cambridge, United States
7 h-index
8 publications
839 citations
Monash University
Melbourne, Australia
4 h-index
7 publications
124 citations
Bank of Italy
Rome, Italy
4 h-index
5 publications
741 citations
The University of Melbourne
Melbourne, Australia
3 h-index
3 publications
52 citations
Manhattan University
New York, United States
3 h-index
3 publications
56 citations
University of California, Los Angeles
Los Angeles, United States
3 h-index
3 publications
248 citations
University of Pennsylvania
Philadelphia, United States
3 h-index
3 publications
151 citations
Copenhagen Business School
Copenhagen, Denmark
2 h-index
4 publications
648 citations
1–8 of 118
Venues
- SSRN Electronic Journal
Repository · 22 publications · 1.2K citations
16
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- The Journal of Fixed Income
5 publications · 202 citations
5
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- Journal of Futures Markets
5 publications · 176 citations
5
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- Journal of International Financial Markets Institutions and Money
5 publications · 251 citations
5
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- RePEc: Research Papers in Economics
Repository · 4 publications · 183 citations
4
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1–5