Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912065573> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2912065573 endingPage "14" @default.
- W2912065573 startingPage "1" @default.
- W2912065573 abstract "Market participants have been surprised by the decline of U.S. interest rate swap rates relative to Treasury yields of equal maturity over the past two years, with interest rate swap spreads becoming negative for many maturities. This movement of swap spreads into negative territory has been attributed anecdotally to idiosyncratic factors such as changes in foreign reserve balances and liability duration management by corporations. However, we argue in this article that regulatory changes affected the willingness of supervised institutions to absorb shocks. In particular, we find that increases in the required leverage ratio may have changed the breakeven level of the swap spread at which market participants are willing to enter into spread trades. We present a stylized example of these economics, illustrating how a higher leverage ratio can help explain these historic movements in swap spreads." @default.
- W2912065573 created "2019-02-21" @default.
- W2912065573 creator A5023662404 @default.
- W2912065573 creator A5028442105 @default.
- W2912065573 creator A5034445625 @default.
- W2912065573 creator A5066045499 @default.
- W2912065573 date "2018-10-01" @default.
- W2912065573 modified "2023-09-23" @default.
- W2912065573 title "Negative Swap Spreads" @default.
- W2912065573 hasPublicationYear "2018" @default.
- W2912065573 type Work @default.
- W2912065573 sameAs 2912065573 @default.
- W2912065573 citedByCount "0" @default.
- W2912065573 crossrefType "posted-content" @default.
- W2912065573 hasAuthorship W2912065573A5023662404 @default.
- W2912065573 hasAuthorship W2912065573A5028442105 @default.
- W2912065573 hasAuthorship W2912065573A5034445625 @default.
- W2912065573 hasAuthorship W2912065573A5066045499 @default.
- W2912065573 hasConcept C10138342 @default.
- W2912065573 hasConcept C106159729 @default.
- W2912065573 hasConcept C119857082 @default.
- W2912065573 hasConcept C139719470 @default.
- W2912065573 hasConcept C144133560 @default.
- W2912065573 hasConcept C153083717 @default.
- W2912065573 hasConcept C162324750 @default.
- W2912065573 hasConcept C166957645 @default.
- W2912065573 hasConcept C175025494 @default.
- W2912065573 hasConcept C19992482 @default.
- W2912065573 hasConcept C2780889827 @default.
- W2912065573 hasConcept C38935604 @default.
- W2912065573 hasConcept C41008148 @default.
- W2912065573 hasConcept C556758197 @default.
- W2912065573 hasConcept C82843974 @default.
- W2912065573 hasConcept C95457728 @default.
- W2912065573 hasConcept C99560960 @default.
- W2912065573 hasConcept C99821215 @default.
- W2912065573 hasConceptScore W2912065573C10138342 @default.
- W2912065573 hasConceptScore W2912065573C106159729 @default.
- W2912065573 hasConceptScore W2912065573C119857082 @default.
- W2912065573 hasConceptScore W2912065573C139719470 @default.
- W2912065573 hasConceptScore W2912065573C144133560 @default.
- W2912065573 hasConceptScore W2912065573C153083717 @default.
- W2912065573 hasConceptScore W2912065573C162324750 @default.
- W2912065573 hasConceptScore W2912065573C166957645 @default.
- W2912065573 hasConceptScore W2912065573C175025494 @default.
- W2912065573 hasConceptScore W2912065573C19992482 @default.
- W2912065573 hasConceptScore W2912065573C2780889827 @default.
- W2912065573 hasConceptScore W2912065573C38935604 @default.
- W2912065573 hasConceptScore W2912065573C41008148 @default.
- W2912065573 hasConceptScore W2912065573C556758197 @default.
- W2912065573 hasConceptScore W2912065573C82843974 @default.
- W2912065573 hasConceptScore W2912065573C95457728 @default.
- W2912065573 hasConceptScore W2912065573C99560960 @default.
- W2912065573 hasConceptScore W2912065573C99821215 @default.
- W2912065573 hasIssue "2" @default.
- W2912065573 hasLocation W29120655731 @default.
- W2912065573 hasOpenAccess W2912065573 @default.
- W2912065573 hasPrimaryLocation W29120655731 @default.
- W2912065573 hasRelatedWork W1538119020 @default.
- W2912065573 hasRelatedWork W1919469318 @default.
- W2912065573 hasRelatedWork W1922234553 @default.
- W2912065573 hasRelatedWork W1988595635 @default.
- W2912065573 hasRelatedWork W1992324441 @default.
- W2912065573 hasRelatedWork W2000901330 @default.
- W2912065573 hasRelatedWork W2048951101 @default.
- W2912065573 hasRelatedWork W2147520506 @default.
- W2912065573 hasRelatedWork W2232643815 @default.
- W2912065573 hasRelatedWork W2263528304 @default.
- W2912065573 hasRelatedWork W2393717883 @default.
- W2912065573 hasRelatedWork W2891577084 @default.
- W2912065573 hasRelatedWork W3038472815 @default.
- W2912065573 hasRelatedWork W3121754013 @default.
- W2912065573 hasRelatedWork W3121972347 @default.
- W2912065573 hasRelatedWork W3123567556 @default.
- W2912065573 hasRelatedWork W3125376996 @default.
- W2912065573 hasRelatedWork W379990966 @default.
- W2912065573 hasRelatedWork W76350968 @default.
- W2912065573 hasRelatedWork W90959930 @default.
- W2912065573 hasVolume "24" @default.
- W2912065573 isParatext "false" @default.
- W2912065573 isRetracted "false" @default.
- W2912065573 magId "2912065573" @default.
- W2912065573 workType "article" @default.