Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread
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DOI: 10.1007/s11149-019-09393-w
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Cited by:
- Cai, Yu & Wang, Qing, 2022. "Money funds manage returns," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
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More about this item
Keywords
Libor-OIS spread; Negative interest rate; Liquidity risk; Basel III;All these keywords.
JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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