Reforming LIBOR and Other Financial Market Benchmarks
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References listed on IDEAS
- David Hou Author-Name: David Skeie, 2013. "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Darrell Duffie & David R. Skeie & James Vickery, . "A sampling-window approach to transactions-based Libor fixing," Staff Reports, Federal Reserve Bank of New York.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Eclipsing LIBOR
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-09-04 17:29:38
- Replacing LIBOR
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2019-08-26 12:22:06
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019.
"Covered Interest Parity Deviations: Macrofinancial Determinants,"
NBER Working Papers
26129, National Bureau of Economic Research, Inc.
- Eugenio M Cerutti & Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 19/14, International Monetary Fund.
- Cerutti, Eugenio & Obstfeld, Maurice & Zhou, Haonan, 2019. "Covered Interest Parity deviations: Macrofinancial determinants," CEPR Discussion Papers 13886, C.E.P.R. Discussion Papers.
- Alex Frino & Michael Garcia, 2018. "Price discovery in short‐term interest rate markets: Futures versus swaps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1179-1188, October.
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin 1715, DIW Berlin, German Institute for Economic Research.
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- Ren'e Aid & Giorgia Callegaro & Luciano Campi, 2019. "No-Arbitrage Commodity Option Pricing with Market Manipulation," Papers 1909.07896, arXiv.org, revised Mar 2020.
- Stenfors, Alexis, 2018.
"Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 54(C), pages 78-97.
- Alexis Stenfors, 2017. "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance 2017-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated".
"Mildly Explosive Dynamics in U.S. Fixed Income Markets,"
Economics Department, Working Paper Series
1001, Economics Department, Pomona College, revised 12 Feb 2020.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers 324, Federal Reserve Bank of Dallas, revised 04 Feb 2019.
- Daniel Kohler & Benjamin Müller, 2019. "Covered interest rate parity, relative funding liquidity and cross-currency repos," Working Papers 2019-05, Swiss National Bank.
- repec:cpr:ceprdp:14357 is not listed on IDEAS
- Hélène Rainelli & Hélène Rainelli-Weiss, 2019. "Recherche en finance : quand la performativité invite à la réflexivité," Post-Print halshs-02025011, HAL.
- Andreas Schrimpf & Vladyslav Sushko, 2019. "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
- 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.
- Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
- Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018. "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 27-43.
- Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers 17-122/VII, Tinbergen Institute, revised 17 Apr 2019.
- Piotr Mielus, 2016. "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa, Warsaw School of Economics, issue 4, pages 91-114.
- Marcin Dec, 2018. "On the trade-offs in money market benchmarks' stabilisation," Working Papers 2018-039, Warsaw School of Economics, Collegium of Economic Analysis.
More about this item
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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