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Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom

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Cited by

2007Volatility spillovers across international swap markets: The US, Japan, and the UK41 cited
2019Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market30 cited
2006The effect of Fed monetary policy regimes on the US interest rate swap spreads

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29 cited

2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach27 cited

2017Do country-level financial structures explain bank-level CDS spreads?26 cited