Article

Title:
Tracking the Libor Rate
Journal:
Applied Economics Letters
Year:
2011
Volume:
18
Pages:
893-899
JEL codes:
C12 - Hypothesis Testing
G13 - Contingent Pricing; Futures Pricing
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
C58 - Financial Econometrics
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