London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Robert Brooks and David Yong Yan
| Year of publication: |
1999
|
|---|---|
| Authors: | Brooks, Robert ; Yan, David Yong |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 9.1999, 1, p. 71-83
|
| Subject: | Geldmarkt | Money market | Zins | Interest rate | Staatspapier | Government securities | Zinsstruktur | Yield curve | Großbritannien | United Kingdom | 1993-1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432380