Interbank interest rates and the risk premium
Henri Pagès
| Year of publication: |
1999
|
|---|---|
| Authors: | Pagès, Henri |
| Publisher: |
Basle : Bank for International Settlements |
| Subject: | Libor | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Geldmarkt | Money market | Zinsderivat | Interest rate derivative | Theorie | Theory | Zins | Interest rate |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 81 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 32 - 33 Internetausg.: http://www.bis.org/publ/work81.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431852