Swap spread (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Swap spread" in English language version.

refsWebsite
Global rank English rank
2nd place
2nd place
low place
8,582nd place

doi.org

  • Fu, Li, M. C., & Molyneux, P. (2020). Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. Empirical Economics, 60(5), 2203–2225. https://doi.org/10.1007/s00181-020-01852-0 Kóbor, Shi, L., & Zelenko, I. (2005). What determines U.S. swap spreads? World Bank.
  • https://doi.org/10.1007/s00181-020-01852-0 Kóbor, Shi, L., & Zelenko, I. (2005). What determines U.S. swap spreads? World Bank. “Market Voice: A Negative for Swap Spreads.” Refinitiv Perspectives, 5 Jan. 2021
  • Feldhütter, & Lando, D. (2008). Decomposing swap spreads. Journal of Financial Economics, 88(2), 375–405. https://doi.org/10.1016/j.jfineco.2007.07.004
  • J Jermann. (2020). Negative Swap Spreads and Limited Arbitrage. The Review of Financial Studies, 33(1), 212–238. https://doi.org/10.1093/rfs/hhz030
  • Sclip, Girardone, C., & Miani, S. (2019). Large EU banks’ capital and liquidity: Relationship and impact on credit default swap spreads. The British Accounting Review, 51(4), 438–461. https://doi.org/10.1016/j.bar.2018.10.001

euromoney.com