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Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liq
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日期：2026-04-24
- 4 - Figure 1 shows that the US-dollar one-month LIBOR-OIS spread – the premium of providing funding demanded by dollar lenders in the interbank market. As can be seen, before the summer of 2007 it oscillated around six basis points but after that starte...看更多
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