Media type: E-Book Title: Dynamics of market anomalies and measurement errors of risk-free interest rates Contributor: Hui, Cho H. [Author]; Lo, Chi-Fai [Author]; Fung, Chin-To [Author] Published: Hong Kong: Hong Kong Institute for Monetary Research, [2017] Published in: HKIMR working paper ; 2017,11 Extent: 1 Online-Ressource (circa 31 Seiten); Illustrationen Language: English Keywords: covered interest rate parity ; swap spreads ; Treasuries ; term-structure models ; safe assets ; Graue Literatur Origination: Footnote: Access State: Open Access