The Effects of the Libor Scandal on Volatility and Liquidity in Libor Futures Markets
Year of publication: |
2023
|
---|---|
Authors: | Bachmair, Kilian |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Derivat | Derivative | Zinsstruktur | Yield curve | Liquidität | Liquidity | Interbankenmarkt | Interbank market |
-
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian, (2023)
-
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, Kilian, (2023)
-
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce, (2023)
- More ...
-
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian, (2023)
-
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, Kilian, (2023)
- More ...