Implied Correlations from Dynamic Condition Correlation Model Spread between 3-month U.S. dollar LIBOR and overnight index swap (OIS) and Emerging Market Sovereign Debt (EMBI ) Latin America Asia Europe - LIBOR–OIS spread - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2009-04-17 14:01:42		Implied Correlations from Dynamic Condition Correlation Model Spread between 3-month U.S. dollar LIBOR and overnight index swap (OIS) and Emerging Market Sovereign Debt (EMBI+) Latin America Asia Europe Add to Reading List Source URL: www.imf.org Download Document from Source Website File Size: 133,94 KB Share Document on Facebook