Jesse's Café Américain

Saint Michael the Archangel, defend us in battle; be our protection against the wickedness and snares of the devil. May God rebuke him, we humbly pray: and you, Prince of the heavenly host, by the power of God, thrust into Hell Satan and all of the other evil spirits who prowl about the world seeking the ruin of souls.

Showing posts with label TED spread. Show all posts
Showing posts with label TED spread. Show all posts
21 May 2010

Much Ado About TED, LIBOR, and Currency Swaps

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There is some alarm being expressed about the recent increase in the TED spread from some quarters this week. Here is a short term chart of ...
02 October 2008

TED Spread Soars to a New Record - Symptom of the EuroDollar Squeeze?

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There is a real possibility that the TED Spread blowout is not an artifact of risk per se, but a symptom of the US dollar squeeze in Europe....
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