The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
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More about this item
KeywordsSubprime crisis; Term auction facility; Libor–OIS spread; Commercial paper spread; Jumbo spread;
- G1 - Financial Economics - - General Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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