The Term Structure of Interbank Risk
Authors: | FILIPOVIC, Damir ; TROLLE, Anders B. |
---|---|
Subject: | interbank risk | swap market | default risk | liquidity |
-
The term structure of interbank risk
Filipović, Damir, (2013)
-
Market discipline and liquidity risk : evidence from the interbank funds market
Sarmiento, Miguel, (2016)
-
What Does the CDS Market Imply for a U.S. Default?
Benzoni, Luca, (2023)
- More ...
-
Fed funds futures variance futures
Filipović, Damir, (2015)
-
On the relation between linearity-generating processes and linear-rational models
Filipović, Damir, (2016)
-
Linear-rational term structure models
Filipović, Damir, (2014)
- More ...