Title of article
The implied jump risk of LIBOR rates
Author/Authors
Lim Kian Guan، نويسنده , , Christopher Ting، نويسنده , , Mitch Warachka، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
2503
To page
2522
Keywords
LIBOR , Macroeconomic announcements , jump-diffusion , Federal Reserve
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193779
Link To Document