Pages that link to "Item:Q6078122"
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The following pages link to Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122):
Displaying 6 items.
- 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)
- Decomposing LIBOR in transition: evidence from the futures markets (Q6166217) (← links)
- Term structure modeling of SOFR: evaluating the importance of scheduled jumps (Q6633867) (← links)
- Systemic perspective of term risk in bank funding markets (Q6644193) (← links)