Decomposing LIBOR in transition : evidence from the futures markets
Jacob Bjerre Skov, David Skovmand
| Year of publication: |
2023
|
|---|---|
| Authors: | Skov, Jacob Bjerre ; Skovmand, David |
| Subject: | Federal funds rate | Futures | LIBOR | Roll-over risk | SOFR | Zinsderivat | Interest rate derivative | Geldmarkt | Money market | Derivat | Derivative | Zinsstruktur | Yield curve | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2205438 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304406