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The sensitivity of interest rate options to monetary policy decisions : a regime-shift pricing approach
Ferland, René
;
Gauthier, Geneviève
;
Lalancette, Simon
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011567568
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2
Forecasting the LIBOR-federal funds rate spread during and after the financial crisis
Dbouk, Wassim
;
Jamali, Ibrahim
;
Kryzanowski, Lawrence
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 345-374
Persistent link: https://www.econbiz.de/10011568425
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