Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10013092037
The turmoil in global interbank markets in the second half of 2007 raises questions about the robustness of interbank rate fixings. A comparison of alternative fixings for similar interest rates confirms that they diverged to an unusual extent. Nevertheless, the design of fixing mechanisms...
Persistent link: https://www.econbiz.de/10013095299