Reasons for the LIBOR review and its effects on international interbank reference rate quotations
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References listed on IDEAS
- Jacob Gyntelberg & Philip Wooldridge, 2008. "Interbank rate fixings during the recent turmoil," BIS Quarterly Review, Bank for International Settlements, March.
- Szilárd Erhart & András Kollarik, 2011. "The launch of HUFONIA and the related international experience of overnight indexed swap (OIS) markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(1), pages 20-29, April.
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Keywordslibor; manipulation; interbank reference rate; irs; bubor; tibor; euribor; wheatley; interest rate expectations;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F30 - International Economics - - International Finance - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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