The effect of underreporting on LIBOR rates
Andrea Monticini; Daniel L. Thornton
| Year of publication: |
2013
|
|---|---|
| Authors: | Monticini, Andrea ; Thornton, Daniel L. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 37.2013, p. 345-348
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| Subject: | LIBOR rate | Default risk | Structural breaks | Kreditrisiko | Credit risk | Strukturbruch | Structural break | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Geldmarkt | Money market | Schätzung | Estimation | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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