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The Australian Financial Markets Association (AFMA)
Casavecchia, Lorenzo,
(Primary Chief Investigator)
Loudon, Geoff,
(Chief Investigator)
Wu, Eliza
(Chief Investigator)
Department of Applied Finance
Project
:
Research
Overview
Research Outputs
(1)
Project Details
Short title
What moves benchmark interest rates? Evidence from the BBSW interbank market
Status
Finished
Effective start/end date
31/08/16
→
30/09/17
View all
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Research output
Research output per year
2018
2018
1
Article
Research output per year
Research output per year
What moves benchmark money market rates? Evidence from the BBSW market
Casavecchia, L., Loudon, G. F. & Wu, E.,
1 Oct 2018
,
In :
Pacific-Basin finance journal.
51
,
p. 137-154
18 p.
Research output
:
Contribution to journal
›
Article
Benchmark
Swaps
Credit risk
Money market
Interest rates