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Tracking the Libor Rate

Citations

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Cited by:

  1. Ausloos, Marcel & Castellano, Rosella & Cerqueti, Roy, 2016. "Regularities and discrepancies of credit default swaps: a data science approach through Benford's law," Chaos, Solitons & Fractals, Elsevier, vol. 90(C), pages 8-17.
  2. Donna, Javier & Espin-Sanchez, Jose, 2014. "Complements and Substitutes in Sequential Auctions: The Case of Water Auctions," MPRA Paper 55079, University Library of Munich, Germany.
  3. David P. Brown & Andrew Eckert & James Lin, 2018. "Information and transparency in wholesale electricity markets: evidence from Alberta," Journal of Regulatory Economics, Springer, vol. 54(3), pages 292-330, December.
  4. Ausloos, Marcel & Cerqueti, Roy & Mir, Tariq A., 2017. "Data science for assessing possible tax income manipulation: The case of Italy," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 238-256.
  5. Monticini, Andrea & Thornton, Daniel L., 2013. "The effect of underreporting on LIBOR rates," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 345-348.
  6. Bariviera, Aurelio F. & Guercio, M. Belén & Martinez, Lisana B. & Rosso, Osvaldo A., 2016. "Libor at crossroads: Stochastic switching detection using information theory quantifiers," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 172-182.
  7. Diehl, Christoph, 2014. "The LIBOR mechanism and Related Games," Center for Mathematical Economics Working Papers 482, Center for Mathematical Economics, Bielefeld University.
  8. Tariq Ahmad Mir & Marcel Ausloos & Roy Cerqueti, 2014. "Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions," Papers 1410.2890, arXiv.org.
  9. Smales, Lee A., 2016. "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 37-61.
  10. César Carrera, 2015. "Tracking exchange rate management in Latin America," Review of Financial Economics, John Wiley & Sons, vol. 25(1), pages 35-41, April.
  11. Samà, Danilo, 2014. "Cartel Detection and Collusion Screening: An Empirical Analysis of the London Metal Exchange," MPRA Paper 55363, University Library of Munich, Germany.
  12. Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S., 2012. "Libor manipulation?," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 136-150.
  13. Florian El Mouaaouy, 2018. "Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 24(7-8), pages 565-583, May.
  14. Robert Brooks & Brandon N. Cline & Pavel Teterin & Yu You, 2022. "The information in global interest rate futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1135-1166, June.
  15. Bariviera, Aurelio F. & Martín, María T. & Plastino, Angelo & Vampa, Victoria, 2016. "LIBOR troubles: Anomalous movements detection based on maximum entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 401-407.
  16. Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
  17. Samà, Danilo, 2014. "Essays on economic analysis of competition law: theory and practice," MPRA Paper 103118, University Library of Munich, Germany.
  18. Aurelio Fernandez Bariviera & María Belén Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "The (in)visible hand in the Libor market: an information theory approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 88(8), pages 1-9, August.
  19. Theoharry Grammatikos & Nikolaos I. Papanikolaou, 2021. "Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(1), pages 115-142, April.
  20. Thomas Stoerk, 2015. "Statistical corruption in Beijing’s air quality data has likely ended in 2012," GRI Working Papers 194, Grantham Research Institute on Climate Change and the Environment.
  21. Aurelio Fernandez Bariviera & M. Bel'en Guercio & Lisana B. Martinez, 2015. "Data manipulation detection via permutation information theory quantifiers," Papers 1501.04123, arXiv.org.
  22. Alexander Eisl & Rainer Jankowitsch & Marti G. Subrahmanyam, 2017. "The Manipulation Potential of Libor and Euribor," European Financial Management, European Financial Management Association, vol. 23(4), pages 604-647, September.
  23. Lilian Muchimba, 2022. "Connectedness of money market instruments: A time-varying vector autoregression approach," Working Papers in Economics & Finance 2022-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  24. Brooks, Robert & Cline, Brandon N. & Enders, Walter, 2015. "A comparison of the information in the LIBOR and CMT term structures of interest rates," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 239-253.
  25. Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021. "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, vol. 40(C).
  26. Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani, 2015. "Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions," Working Papers hal-01242023, HAL.
  27. Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "A permutation Information Theory tour through different interest rate maturities: the Libor case," Papers 1509.00217, arXiv.org.
  28. Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani, 2017. "Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions," Post-Print hal-01242023, HAL.
  29. Garcia Pires, Armando J. & Skjeret, Frode, 2023. "Screening for partial collusion in retail electricity markets," Energy Economics, Elsevier, vol. 117(C).
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