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Publikováno v:
SSRN Electronic Journal.
In this paper, we estimate the determinants of the spreads between the 10-year sovereign bond yields and the (interest rate) swap rate for a sample of 22 OECD countries over the January 1999-December 2013 period, using various models. Our main, fixed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de8e79edf4d2c225b0539aeefad48e21
https://doi.org/10.2139/ssrn.2457942
https://doi.org/10.2139/ssrn.2457942
