A Sampling-Window Approach to Transactions-Based Libor...

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A Sampling-Window Approach to Transactions-Based Libor Fixing

Duffie, Darrell, Skeie, David R., Vickery, James I.
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2212182
File:
PDF, 756 KB
english, 2013
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