New insights on the US OIS spreads term structure during the recent financial turmoil
Year of publication: |
2014
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Authors: | Morana, Claudio |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 4/6, p. 291-317
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Subject: | subprime crisis | euro area sovereign debt crisis | US LIBOR-OIS spreads | risk barometer | Eurozone | Euro area | Zinsstruktur | Yield curve | Finanzkrise | Financial crisis | Schuldenkrise | Debt crisis | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | USA | United States | Ansteckungseffekt | Contagion effect | Subprime-Krise | Subprime financial crisis |
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