Bond convenience curves and funding costs
Year of publication: |
2022
|
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Authors: | Nissinen, Juuso ; Sihvonen, Markus |
Publisher: |
Helsinki : Bank of Finland |
Subject: | Sovereign bond convenience yields | money markets | asset pricing with frictions | monetary policy |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-952-323-417-8 |
Other identifiers: | 1817808419 [GVK] hdl:10419/265327 [Handle] RePEc:zbw:bofrdp:112022 [RePEc] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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