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Search: subject:"IBOR Reform"
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Compounding in arrears
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How the
IBOR
reform
affects interest rate swaps
Goebel, Josua
;
Heidorn, Thomas
;
Huang, Zizhen
-
2022
This paper examines how the
IBOR
Reform
affects interest rate swaps (IRS), focusing on Euro and US Dollar. The effects …
Persistent link: https://www.econbiz.de/10014376035
Saved in:
2
How the
IBOR
reform
affects interest rate swaps
Goebel, Josua
;
Heidorn, Thomas
;
Huang, Zizhen
-
2022
This paper examines how the
IBOR
Reform
affects interest rate swaps (IRS), focusing on Euro and US Dollar. The effects …
Persistent link: https://www.econbiz.de/10014372714
Saved in:
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