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The cost of tax policy uncertainty : evidence from the municipal swap market

Brooks, Robert - In: The journal of fixed income 12 (2002) 3, pp. 71-87

Persistent link: https://www.econbiz.de/10001763891

London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model

Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83

Persistent link: https://www.econbiz.de/10001432380

THE COST OF TAX POLICY UNCERTAINTY: EVIDENCE FROM THE MUNICIPAL SWAP MARKET

Brooks, Robert - In: The journal of fixed income 12 (2002) 3, pp. 71

Persistent link: https://www.econbiz.de/10007162640

LONDON INTER-BANK OFFER RATE (LIBOR) VERSUS TREASURY RATE: EVIDENCE FROM THE PARSIMONIOUS TERM STRUCTURE MODEL - The Treasury curve and the London Inter-Bank Offer Rate (LIBOR) curve are the two most widely used proxies for the risk-free rate or the basis of a discount rate. We find there are significant structural differences between these two curves. On average, the LIBOR curve has a higher ...

Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83

Persistent link: https://www.econbiz.de/10007337542

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