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Based on Fixed income arbitrage in Financial Crisis(C):Ted Spread and Swap Spread in November 2008 Why did the 30-year swap/Treasury spread go negative on October
Based on Fixed income arbitrage in Financial Crisis(C):Ted Spread and Swap Spread in November 2008
Why did the 30-year swap/Treasury spread go negative on October 23, 2008? (Hint: search the web to do a little research on this).
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