Repo rates as reference interest rates: testing the expectations hypothesis of the term structure of interest rates
The subject of this paper is the consideration of the role of the repo market and the quality of repo rates in the formation of reference interest rates that would be used to assess the value of financial instruments and derivatives. Unsecured money markets carry a certain level of risk, thus, the...
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Institute of Economic Sciences
2022-10-01
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| Reeks: | Economic Analysis |
| Onderwerpen: | |
| Online toegang: | https://library.ien.bg.ac.rs/index.php/ea/article/view/1496 |
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