The Economics of the Swap Market

ISBN-13: 9781138560673 / Angielski / Twarda / 2017 / 126 str.

Brendan Brown

Opis

First published in 1989, The Economics of the Swap Market looks at how the swap has become a commonplace tool for corporations throughout the OECD world to ‘lock-in’ interest rates on their borrowing. The aim of The Economics of the Swap Market, is to contribute to a redressing of the balance. Subjects covered include both those conventionally falling within the scope of micro-economics and of macroeconomics, beginning with an examination of the forces behind the take-off the swap market and a formal setting out of key arbitrage relationships which hold in equilibrium between the swap markets on international capital flow.

Spis treści

Foreword  1. The Market Place  2. Arbitrage Statistics  3. Arbitrage Dynamics  4. International Capital Flows  Notes  References  Index

O autorze

Brendan Brown