The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
Philip Inyeob Ji; Francis In
| Year of publication: |
2010
|
|---|---|
| Authors: | Ji, Philip Inyeob ; In, Francis Haeuck |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 20.2010, 5, p. 575-589
|
| Subject: | Finanzkrise | Financial crisis | Geldmarkt | Money market | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Vol. 21.2011,2, S. 305 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009247741