Ferreira, Miguel A. (contributor); … - 2004 - [Elektronische Ressource], rev
The interest rate data consists of US dollar (US$), Deutschemark (DM) and Japanese yen (JY) Lon-
don interbank money … secondary market in both
Germany and Japan, in sharp contrast with the high liquidity of the interbank money market. The
concern … regarding the existence of a default premium in the interbank money market should not
be severe since these interest rates …