01328nam a2200349Ia 4500001001200000003000800012006001900020007001500039008004100054010001700095020001500112040002100127035002000148050002600168082002300194100002600217245010300243260004300346300001500389490003900404504004100443533015200484650003600636650004100672655002900713700001700742700001900759710001700778830004000795856012600835999001700961ebr10082388CaPaEBRm        u        cr cn|||||||||050602s2005    dcu     sb    000 0 eng d  z  2005049916  z0821363387  aCaPaEBRcCaPaEBR  a(OCoLC)8474191614aHG6024.U6bK63 2005eb04a332.64/57/09732221 aK�obor, �Ad�am.10aWhat determines U.S. swap spreads?h[electronic resource] /cAdam Kobor, Lishan Shi, Ivan Zelenko.  aWashington, D.C. :bWorld Bank,c2005.  avii, 47 p.1 aWorld Bank working paper ;vno. 62  aIncludes bibliographical references.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2009.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aSwaps (Finance)zUnited States. 0aInterest ratesxMathematical models. 7aElectronic books.2local1 aShi, Lishan.1 aZelenko, Ivan.2 aebrary, Inc. 0aWorld Bank working paper ;vno. 62.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10082388zAn electronic book accessible through the World Wide Web; click to view  c56559d56559