Simon P. Lloyd
{"title":"Overnight Indexed Swap-Implied Interest Rate Expectations","authors":"Simon P. Lloyd","doi":"10.1016/j.frl.2020.101430","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":11410,"journal":{"name":"Econometric Modeling: Capital Markets - Risk eJournal","volume":"229 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Modeling: Capital Markets - Risk eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/j.frl.2020.101430","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6