Media type: E-Article Title: A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets Contributor: Murphy, Finbarr; Murphy, Bernard imprint: Springer Science and Business Media LLC, 2012 Published in: Journal of Economics and Finance Language: English DOI: 10.1007/s12197-010-9122-2 ISSN: 1938-9744; 1055-0925 Keywords: Economics and Econometrics ; Finance Origination: Footnote: