Interbank interest rates and the risk premium
By: by Henri Pagès.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 81; BIS working papers (Online) ;; no. 81.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 1999
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Interest rates -- Mathematical models.; Risk -- Mathematical models.; Arbitrage -- Mathematical models.; Banks and banking, International.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 17, 2003).
"November 1999."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.