Reference health
Decomposing Libor in Transition: Evidence from the Futures Markets
20/20 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 20 checked references that resolve
resolves10.1016/j.jedc.2020.103861
A consistent stochastic model of the term structure of interest rates for multiple tenors
resolves10.1080/07350015.2013.858631
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
resolves10.1111/0022-1082.00357
On the Term Structure of Default Premia in the Swap and LIBOR Markets
resolves10.1016/j.jbankfin.2017.01.002
Interbank interest rates: Funding liquidity risk and XIBOR basis spreads
resolves10.1086/505237
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks*
The 16 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedSpike modeling for interest rate derivatives with an application to sofr caplets
no DOI — not checkedTerm rates, multicurve term structures and overnight rate benchmarks: A roll-over risk approach
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedref11
no DOI — not checkedref19
no DOI — not checkedref21
no DOI — not checkedInferring term rates from sofr futures prices
no DOI — not checkedCredit risk, liquidity, and lies
no DOI — not checkedref29
no DOI — not checkedref30
no DOI — not checkedWhat drives interbank rates? evidence from the libor panel
no DOI — not checkedPricing and hedging of sofr derivatives under differential funding costs and collateralization
no DOI — not checkedref36
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