Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition
| Autor: | Backwell, Alex, Hayes, Joshua |
|---|---|
| Zdroj: | In Journal of Banking and Finance December 2022 145 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Backwell, Alex, Hayes, Joshua |
|---|---|
| Zdroj: | In Journal of Banking and Finance December 2022 145 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect