Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread
Crossref DOI link: https://doi.org/10.1007/s11149-019-09393-w
Published Online: 2019-11-19
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kikuchi, Mayu
Wong, Alfred
Zhang, Jiayue http://orcid.org/0000-0002-1419-3064
Text and Data Mining valid from 2019-11-19
Version of Record valid from 2019-11-19
Article History
First Online: 19 November 2019