Publisher： John Wiley & Sons Inc
E-ISSN： 1540-6261|62|1|345-382
ISSN： 0022-1082
Source： THE JOURNAL OF FINANCE, Vol.62, Iss.1, 2007-02, pp. : 345-382
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 1, 2007-02 ,pp. :
Access to resources
Recommend
The bank liquidity smile across exchange rate regimes
By Bunda Irina Desquilbet Jean-Baptiste
International Economic Journal, Vol. 22, Iss. 3, 2008-09 ,pp. :
Testing uncovered interest rate parity using LIBOR
Applied Economics, Vol. 46, Iss. 30, 2014-10 ,pp. :
Die Konstruktion eines Performanceindexes fr geschlossene Schiffsfonds, Vol. 42, Iss. 1, 2009-04 ,pp. :