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Federal Reserve Bank of Cleveland
Economic Commentary
Swaps and the swaps yield curve
Joseph G. Haubrich
Abstract

Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves. This Commentary gives a brief introduction to swaps and their relation to other interest rates.


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Joseph G. Haubrich, "Swaps and the swaps yield curve" , Federal Reserve Bank of Cleveland, Economic Commentary, issue Dec, 2001.
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Keywords: Swaps (Finance) ; Interest rates
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