Year-End Seasonality in One-Month LIBOR Derivatives
Year of publication: |
2006
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Authors: | Neely, Christopher J. ; Winters, Drew B. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 13.2006, 3, p. 47-65
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