Determinants of New Taiwan Dollar Interest Rate Swap Spreads
碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === This paper examines the determinants of interest rate swap spreads. Prior studies found that the term structure of interest rates, credit risks, and liquidity risks have impact on the determinants of swap spreads. As suggested by previous research, the term struc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35549101111857356881 |