在LIBOR中重复圣诞节的跳跃

Vikenty Mikheev1, Serge E Miheev2

  • 1Mathematics, Kansas State University, Manhattan, KS, 66502, USA.

F1000Research
|August 7, 2023
PubMed
概括

2个月的伦敦银行间发行利率 (LIBOR) 在圣诞节之后显示出可预测的跳跃. 20年来观察到的这种模式取决于假日前的趋势,提供了潜在的交换市场策略.

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