The LIBOR-OIS spread as a summary indicator
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Volume (Year): (2008)
Issue (Month): Nov ()
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- Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine, 2013.
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- Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1339-1357.
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