The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
Francis In, Jin Cui, Elizabeth Ann Maharaj
| Year of publication: |
2012
|
|---|---|
| Authors: | In, Francis Haeuck ; Cui, Jin ; Maharaj, Elizabeth Ann |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 31.2012, 5, p. 1106-1125
|
| Subject: | Finanzkrise | Financial crisis | Hypothek | Mortgage | Volatilität | Volatility | Subprime-Krise | Subprime financial crisis | Geldpolitik | Monetary policy | Geldmarkt | Money market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009671973