Country Risk Credit Spreads Reflected in Credit Directives Relative to FX SWAPs
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === Before the subprime crisis struck the international financial market, the Icelandic foreign exchange market had already been subject to increasing volatility. The credit spreads implied in the Icelandic foreign exchange swaps rose ahead that of the sovereign...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18580523630846647282 |