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Negative swap rates

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Negative swap rates

Discussion paper

DP14774 The term structure of CIP violations

Patrick Augustin
Mikhail Chernov
Lukas Schmid
Dongho Song

18 May 2020

Financial Economics
International Macroeconomics and Finance
C1
E43
E44
G12
H60

Discussion paper

DP14105 Benchmark interest rates when the government is risky

Patrick Augustin
Mikhail Chernov
Lukas Schmid
Dongho Song

6 Nov 2019

Financial Economics
C1
E43
E44
G12
H60

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