The information content of Eonia swap rates before and during the financial crisis
Lucía Hernandis; Hipòlit Torró
| Year of publication: |
2013
|
|---|---|
| Authors: | Hernandis, Lucía ; Torró, Hipòlit |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5316-5328
|
| Subject: | EONIA | Euribor | Swap | Expectations hypothesis | Cointegrated VAR models | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schätzung | Estimation | Zinsderivat | Interest rate derivative | Informationswert | Information value |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010343723