The term structure of interbank risk
Year of publication: |
2013
|
---|---|
Authors: | Filipović, Damir ; Trolle, Anders B. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 109.2013, 3, p. 707-733
|
Publisher: |
Elsevier |
Subject: | Interbank risk | LIBOR | Interest rate swaps | Default risk | Liquidity |
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