Fixed/Floating Interest Rate Parity
Fixed-floating interest rate parity violations in agency debt are driven by money market fund demand for floating notes rather than arbitrageur constraints.
Featured in No. 139 on 13 Nov 2026 · 4 days after release
- Released
- 9 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:nbr:nberwo:35977
- Authors
- Matthias Fleckenstein et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).