Dissecting interbank risk using basis swap spreads

  1. Lafuente, J.Á.
  2. Petit, N.
  3. Ruiz, J.
  4. Serrano, P.
Revue:
World Economy

ISSN: 1467-9701 0378-5920

Année de publication: 2020

Volumen: 43

Número: 3

Pages: 729-757

Type: Article

DOI: 10.1111/TWEC.12878 GOOGLE SCHOLAR