Kobor, Adam What determines U.S. swap spreads? by Adam Kobor, Lishan Shi and Ivan Zelenko - Washington, D.C. World Bank 2005 - 47p. - World Bank working paper; no. 62 . ISBN: 0821363387 Subjects--Topical Terms: Interest rates --Mathematical modelsSwaps (Finance) --United States Dewey Class. No.: T19 K799