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In Search of Time-Varying Term Premia in the London Interbank Market

Citation

Hurn, AS and McDonald, AD and Moody, T, In Search of Time-Varying Term Premia in the London Interbank Market, Scottish Journal of Political Economy, 42, (2) pp. 152-164. ISSN 0036-9292 (1995) [Refereed Article]

DOI: doi:10.1111/j.1467-9485.1995.tb01151.x

Item Details

Item Type:Refereed Article
Research Division:Economics
Research Group:Econometrics
Research Field:Econometrics not elsewhere classified
Objective Division:Economic Framework
Objective Group:Other Economic Framework
Objective Field:Economic Framework not elsewhere classified
Author:McDonald, AD (Dr McDonald)
ID Code:4722
Year Published:1995
Web of Science® Times Cited:2
Deposited By:Economics and Finance
Deposited On:1995-08-01
Last Modified:2011-08-24
Downloads:0

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