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    • closedAccess   Forecasting multiple-term structures from interbank rates 

      Lafuente-Luengo, Juan Angel; Petit, Nuria; Serrano, Pedro Elsevier (2018-02)
      The classic relationship between deposit rates and interest rate derivatives has been fractured since August 2007. Uncertainty in the interbank money market has increased the risk premia differentials on unsecured deposit ...