Nuria Petit

University Complutense of Madrid

Avda. de Séneca 2

Madrid, 28040

Spain

SCHOLARLY PAPERS

2

DOWNLOADS

126

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Dissecting Interbank Risk

Number of pages: 39 Posted: 04 Oct 2016 Last Revised: 07 Oct 2016
Jaume I University, University Complutense of Madrid, Universidad Complutense de Madrid (UCM) and University Carlos III of Madrid - Department of Business Administration
Downloads 63 (361,015)

Abstract:

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Interbank risk, basis swap, systemic risk, liquidity, particle filter

2.

Determinants of the Multiple-Term Structures from Interbank Rates

Number of pages: 41 Posted: 21 Jun 2015
Jaume I University, University Complutense of Madrid and University Carlos III of Madrid - Department of Business Administration
Downloads 63 (361,015)
Citation 3

Abstract:

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Basis swap, noise measure, credit risk, liquidity risk, capital arbitrage