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  What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion
 
 
Title: What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion
Author: Fang, Dong-Jie
Yeh, Zong-Wei
He, Jie-Cao
Lin, Shih-Kuei
Appeared in: Pacific-basin finance journal
Paging: Volume 86 () nr. C pages p.
Year: 2024
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 60 of 60 found articles
 
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