Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009 Harvard Case Solution & Analysis

D a brief presentation of the case, the investment manager Albert Mills takes on the question of unusually low U.S. dollar fixed-floating swap spread. He has to decide what to do next. "Hide
by Ryan D. Taliaferro, Stephen Blyth Source: Harvard Business School 2 pages. Publication Date: January 18, 2011. Prod. #: 211052-PDF-ENG

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