Risk-free rates and convenience yields around the world

Bibliographic Details

Authors and Corporations:	Diamond, William (Author), Van Tassel, Peter (Author)
Other Authors:	Van Tassel, Peter [Author]
Type of Resource:	E-Book
Language:	English
published:	New York, NY Federal Reserve Bank of New York [2022]
Series:	Federal Reserve Bank of New York: Staff reports ; no. 1032 (September 2022)
Subjects:	risk-free rates convenience yields covered interest rate parity options Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen