What the Libor-OIS spread says
AbstractLibor-OIS remains a barometer of fears of bank insolvency.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Federal Reserve Bank of St. Louis in its journal Economic Synopses.
Volume (Year): (2009)
Issue (Month): ()
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Florackis, Chris & Kostakis, Alexandros & Kontonikas, Alexandros, 2011.
"Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis,"
SIRE Discussion Papers
2011-31, Scottish Institute for Research in Economics (SIRE).
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," Working Papers 2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
- Ji, Philip Inyeob & In, Francis, 2010. "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 575-589, December.
- Paul Asquith & Andrea S. Au & Thomas R. Covert & Parag A. Pathak, 2010.
"The Market for Borrowing Corporate Bonds,"
NBER Working Papers
16282, National Bureau of Economic Research, Inc.
- Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1339-1357.
- Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013.
"Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis,"
Temi di discussione (Economic working papers)
904, Bank of Italy, Economic Research and International Relations Area.
- Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013. "Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis," International Finance, Wiley Blackwell, vol. 16(2), pages 131-160, 06.
- Jitmaneeroj, Boonlert & Wood, Andrew, 2013. "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1084-1092.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anna Xiao).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.