The impact of a new term auction facility on Libor–OIS...

Journal of International Money and Finance 2012 Vol. 31; Iss. 5

The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis

Francis In, Jin Cui, Elizabeth Ann Maharaj
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Volume:
31
Year:
2012
Language:
english
DOI:
10.1016/j.jimonfin.2011.12.013
File:
PDF, 679 KB
english, 2012
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