The Libor rate : what does it look like during turmoil times?
Julien Fouquau; Philippe Spieser
| Year of publication: |
July 2014
|
|---|---|
| Authors: | Fouquau, Julien ; Spieser, Philippe |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 12.2014, 2, p. 110-120
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| Subject: | Libor | unit root with breaks | Zins | Interest rate | Geldmarkt | Money market | USA | United States | Zinsderivat | Interest rate derivative | Theorie | Theory | Zinsstruktur | Yield curve | Einheitswurzeltest | Unit root test |
| 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/10011504458