In search of time-varying term premia in the London interbank market
Subtitle: economic rationale and empirical evidence
By: A.S. Hurn, A.D.McDonald and T. Moody.
Contributors: McDonald, A D.; Moody, T.
Series: Economics discussion paper series / University of Glasgow, Department of Political Economy -- no.9310; Economics discussion paper (University of Glasgow, Department of Political Economy) -- no.9310.
Publisher: Glasgow University Department of Political Economy
Published: 1993
Place of publication: Glasgow
Language: eng