Euribor basis swap spread
The aim of the study is to investigate the factors affecting Euribor basis swap spreads. Variables are divided into three component; liquidity risk, credit risk, and macroeconomic and monetary policy. The Euribor basis swap was close to zero basis points, but during the early phases of the latest fi...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2014
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201406241775 http://nbn-resolving.de/urn:nbn:fi:oulu-201406241775 |