Wamwea, Charity; Ngare, Philip; Bidima, Martin Le Doux Mbele (Hindawi, 2019)
Afer the dawn of the August 2007 fnancial crisis, banks became more aware of fnancial risk leading to the appearance of
nonnegligible spreads between LIBOR and OIS rates and also between LIBOR of diferent tenors.Tis ...