RePEcOther
Estr OIS Market Efficiency
The study finds that only investors skilled in navigating the bid-ask spread can profit from mispricing in Euro Short Term Rate Overnight Index Swaps.
Featured in No. 39 on 6 Mar 2024 · on release day
- Released
- 6 Mar 2024
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x
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