Forecasting the LIBOR-federal funds rate spread during and after the financial crisis
Wassim Dbouk, Ibrahim Jamali and Lawrence Kryzanowski
| Year of publication: |
April 2016
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|---|---|
| Authors: | Dbouk, Wassim ; Jamali, Ibrahim ; Kryzanowski, Lawrence |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 4, p. 345-374
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| Subject: | Zinsstruktur | Yield curve | Leitzins | Key rate | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568425