Forecasting multiple-term structures from interbank rates
Juan Ángel Lafuente, Nuria Petit, Pedro Serrano
| Year of publication: |
2018
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|---|---|
| Authors: | Lafuente, Juan Angel ; Petit, Nuria ; Serrano, Pedro |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 57.2018, p. 40-56
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| Subject: | Basis swap | Liquidity | Multiple-term structures | Noise measure | Systemic risk | Systemrisiko | Prognoseverfahren | Forecasting model | Swap | Geldmarkt | Money market | Theorie | Theory | Finanzkrise | Financial crisis | Liquidität | Bankenliquidität | Bank liquidity | Finanzmarkt | Financial market | Messung | Measurement | Interbankenmarkt | Interbank market | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006308