On multicurve models for the term structure
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- Gallitschke, Janek & Seifried (née Müller), Stefanie & Seifried, Frank Thomas, 2017. "Interbank interest rates: Funding liquidity risk and XIBOR basis spreads," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 142-152.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-02 (All new papers)
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