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

Inyeob Ji, Francis In

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	575 - 589
Number of pages	15
Journal	Journal of International Financial Markets, Institutions and Money
Volume	20
Issue number	5
DOIs	https://doi.org/10.1016/j.intfin.2010.07.005
Publication status	Published - 2010

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title = "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads",

author = "Inyeob Ji and Francis In",

year = "2010",

doi = "10.1016/j.intfin.2010.07.005",

language = "English",

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pages = "575 -- 589",

journal = "Journal of International Financial Markets, Institutions and Money",

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T1 - The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

AU - Ji, Inyeob

AU - In, Francis

PY - 2010

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U2 - 10.1016/j.intfin.2010.07.005

DO - 10.1016/j.intfin.2010.07.005

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EP - 589

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

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