London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Year of publication: |
1999
|
---|---|
Authors: | Brooks, Robert ; Yan, David Yong |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 9.1999, 1, p. 71-83
|
Subject: | Geldmarkt | Money market | Zins | Interest rate | Staatspapier | Government securities | Zinsstruktur | Yield curve | Großbritannien | United Kingdom | 1993-1998 |
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