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Home | A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets
Murphy F., Murphy B.
(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

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