The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

Inyeob Ji, Francis In

    Research output: Contribution to journalArticleResearchpeer-review

    19 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)575 - 589
    Number of pages15
    JournalJournal of International Financial Markets, Institutions and Money
    Volume20
    Issue number5
    DOIs
    Publication statusPublished - 2010

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