Long-range dependence and multifractality in the term structure of LIBOR interest rates

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Measuring capital market efficiency: Global and local correlations structure (2012, background): “Hurst exponent and a presence of long-term memory has been widely analyzed in recent years – in stock indices [17, 29], interest rates [12], bonds [13], exchange rates [45] and others.”
A multifractal approach for stock market inefficiency (2008, background): “It is well known that empirical data coming from financialmarkets, such as stockmarket indices [1–11], foreign exchange markets [12–14], commodities [6], traded volumes [15] and interest rates [16] have a multifractal nature.”
Mixed-correlated ARFIMA processes for power-law cross-correlations (2013, background): “Long-termmemory has been studied for stock indices [1–5], bonds [6,2], exchange rates [7,8], commodities [9–11], interest rates [12,13] and others.”
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014, background): “[11,12] and Cajueiro and Tabak [13,14] have approached the ranking of stock market efficiency via monofractal approach.”