Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
Year of publication: |
2015
|
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Authors: | Fouquau, Julien ; Spieser, Philippe K. |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | LIBOR | LIBOR manipulation | Non linear Model |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Banking and Finance, 2015, Vol. 50. pp. 632-643.Length: 11 pages |
Classification: | G20 - Financial Institutions and Services. General ; G12 - Asset Pricing ; C22 - Time-Series Models |
Source: |
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