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Determinants of Overnight Index Swap (OIS) Rates: Some Empirical Findings from an Emerging Market Ec
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日期:2024-10-03
Section III Data and Descriptive Statistics This study concentrates on the last two-and-half year daily data on one-year and five-year OIS rates (from August 2007 to November 2009) and attempts to identify their determinants. The major data sources for th...看更多