Year-end seasonality in one-month LIBOR derivatives
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More about this item
KeywordsEconometrics ; Monetary policy ; Finance;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-29 (All new papers)
- NEP-FIN-2004-02-29 (Finance)
- NEP-FMK-2004-02-29 (Financial Markets)
- NEP-MAC-2004-02-29 (Macroeconomics)
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