Searched for: "the financial crisis of in fixed income markets"
About 2 results for "the financial crisis of in fixed income markets"
A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies
The recent financial crisis caused dramatic widening and elevated volatilities among basis spreads in cross currency as well as domestic interest rate markets. Furthermore, the wid...
Global imbalances in international capital markets are commonly identified as a cause of the 2008 financial crisis. The imbalances are characterized by the investment of capital su...