𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets

✍ Scribed by Finbarr Murphy; Bernard Murphy


Book ID
113099471
Publisher
Springer US
Year
2010
Tongue
English
Weight
352 KB
Volume
36
Category
Article
ISSN
1055-0925

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