Similar Search Results

The manipulation of LIBOR and related interest rates

Braml, Harald - In: Studies in economics and finance 33 (2016) 1, pp. 106-125

Persistent link: https://www.econbiz.de/10011718729

Coulter, Brian; Shapiro, Joel Andrew; Zimmerman, Peter - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 491-520

Persistent link: https://www.econbiz.de/10011990810

Interbank interest rates : funding liquidity risk and XIBOR basis spreads

Gallitschke, Janek; Seifried, Stefanie; Seifried, Frank … - In: Journal of banking & finance 78 (2017), pp. 142-152

Persistent link: https://www.econbiz.de/10011815126

Implications of implicit credit spread volatilities on interest rate modelling

Fanelli, Viviana - In: European journal of operational research : EJOR 263 (2017) 2, pp. 707-718

Persistent link: https://www.econbiz.de/10011794020

The manipulation potential of Libor and Euribor

Eisl, Alexander; Jankowitsch, Rainer; Subrahmanyam, Marti G. - In: European financial management : the journal of the … 23 (2017) 4, pp. 604-647

Persistent link: https://www.econbiz.de/10011770824

Estimation of bid-ask prices for options on LIBOR based instruments

Sonono, Masimba Energy; Mashele, Hopolang Phillip - In: Finance research letters 19 (2016), pp. 33-41

Persistent link: https://www.econbiz.de/10011657436

A unified view of LIBOR models

Glau, Kathrin; Grbac, Zorana; Papapantoleon, Antonis - In: Advanced modelling in mathematical finance : in honour …, (pp. 423-452). 2016

Persistent link: https://www.econbiz.de/10011800390

Interbank interest rates and the risk premium

Pagès, Henri - 1999

Persistent link: https://www.econbiz.de/10013431852

The Reform of Money Market Benchmarks Worldwide : Construction of a Forward Rate Model for the Moroccan Interbank Market

Louraoui, Youssef - 2022

This research aims to study the viability of a reformed interbank rate for the Moroccan money market within the framework of the global transition of reference indices. Through the analysis of 351 days of quotation, we were able to obtain a rather encouraging result with the selected methodology...

Persistent link: https://www.econbiz.de/10013295624

The end of LIBOR : on interest rate benchmark reform, alternative risk-free rates, IBOR fallbacks, LIBOR cessation and transition

Read, Oliver; Beißer, Jochen - 2021

Persistent link: https://www.econbiz.de/10013331113