Nelly, C.J and Winters, D.B <br/><br/>
Year end seasonality in one month LIBOR Derivatives 
 J5781  2006 

 -  2006 
 - 47 - 65  V.  13  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Derivatives;LOBOR;