A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
(2010)
A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets in Journal Of Economics And Finance 10.1007/s12197-010-9122-2
A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets in Journal Of Economics And Finance 10.1007/s12197-010-9122-2