Publications
Publications
- January 2011
- HBS Case Collection
Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009
Abstract
The D case briefly recounts the action that investment manager Albert Mills takes in the matter of an unusually low U.S. dollar fixed-floating swap spread. He must decide what to do next.
Keywords
Citation
Taliaferro, Ryan D., and Stephen Blyth. "Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009." Harvard Business School Supplement 211-052, January 2011.