请参考,两者颇相似,满意再谈悬赏
1.Credit and Liquidity in Interbank Rates:a Quadratic Approach, JBF
档案为2013年,2016新版paper请见:
https://www.sciencedirect.com/science/article/pii/S037842661630019X
指标:Euriber-OIS spread
2. Dislocations in the FX swap and money markets in Hong Kong SAR during the global credit crisis of 2007–08, BIS paper
指标: Hibor-OIS spread
(Hong Kong interbank ...
请参考,两者颇相似,满意再谈悬赏
1.Credit and Liquidity in Interbank Rates:a Quadratic Approach, JBF
档案为2013年,2016新版paper请见:
https://www.sciencedirect.com/science/article/pii/S037842661630019X
指标:Euriber-OIS spread
2. Dislocations in the FX swap and money markets in Hong Kong SAR during the global credit crisis of 2007–08, BIS paper
指标: Hibor-OIS spread
(Hong Kong interbank offered rate -HKD overnight index swap rate)