Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread.

Autor: Kikuchi, Mayu1 (AUTHOR), Wong, Alfred2 (AUTHOR), Zhang, Jiayue2 (AUTHOR) jjzhang@hkma.gov.hk
Zdroj: Journal of Regulatory Economics. Dec2019, Vol. 56 Issue 2/3, p149-166. 18p. 4 Charts, 3 Graphs.
Databáze: Business Source Ultimate
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