Pages that link to "Item:Q6166217"
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The following pages link to Decomposing LIBOR in transition: evidence from the futures markets (Q6166217):
Displaying 5 items.
- Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities (Q356761) (← links)
- Price discovery in US money market benchmarks: LIBOR vs. SOFR (Q2036971) (← links)
- A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)