Risk of window dressing : quarter-end spikes in the Japanese yen Libor-OIS spread
Year of publication: |
2019
|
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Authors: | Kikuchi, Mayu ; Wong, Alfred Y. ; Zhang, Jiayue |
Published in: |
Journal of regulatory economics. - Norwell, Mass. [u.a.] : Springer, ISSN 0922-680X, ZDB-ID 1027173-9. - Vol. 56.2019, 2/3, p. 149-166
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Subject: | Libor-OIS spread | Negative interest rate | Liquidity risk | Basel III | Japan | Zinsstruktur | Yield curve | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity |
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