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~subject:"Interest rate"
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Interest rate
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Interest rate derivative
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Estimation
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Upper, Christian
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Werner, Thomas
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BIS working papers
The journal of futures markets
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Journal of banking & finance
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International journal of theoretical and applied finance
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The tail wags the dog : time-varying information shares in the bund market
Upper, Christian
;
Werner, Thomas
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2007
Persistent link: https://www.econbiz.de/10003424678
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2
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
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2004
Persistent link: https://www.econbiz.de/10002190130
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3
Interbank interest rates and the risk premium
Pagès, Henri
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1999
Persistent link: https://www.econbiz.de/10013431852
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