David Glavind Skovmand

David Glavind Skovmand

Associate Professor

ORCID: 0000-0003-4815-6808

Publication year:
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  1. 2023
  2. Published

    Decomposing LIBOR in transition: evidence from the futures markets

    Skov, J. B. & Skovmand, David Glavind, 2023, In: Quantitative Finance. 23, 6, p. 959-978 20 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    TERM RATES, MULTICURVE TERM STRUCTURES AND OVERNIGHT RATE BENCHMARKS: A ROLL–OVER RISK APPROACH

    Backwell, A., Macrina, A., Schlögl, E. & Skovmand, David Glavind, 2023, In: Frontiers of Mathematical Finance. 2, 3, p. 340-384 45 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 152302107