Dylematy reformy indeksów rynku finansowego
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References listed on IDEAS
- V. Brousseau & Alexandre Chailloux & A. Durré, 2013. "Fixing the Fixings; What Road to a More Representative Money Market Benchmark?," IMF Working Papers 13/131, International Monetary Fund.
- François-Louis Michaud & Christian Upper, 2008. "What drives interbank rates? Evidence from the Libor panel," BIS Quarterly Review, Bank for International Settlements, March.
- John B. Taylor, 2009. "The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong," NBER Working Papers 14631, National Bureau of Economic Research, Inc.
- Marco Bianchetti, 2009. "Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," Papers 0905.2770, arXiv.org, revised Jul 2012.
- Darrell Duffie & Jeremy C. Stein, 2015.
"Reforming LIBOR and Other Financial Market Benchmarks,"
Journal of Economic Perspectives,
American Economic Association, vol. 29(2), pages 191-212, Spring.
- Duffie, Darrell & Stein, Jeremy C., 2014. "Reforming LIBOR and Other Financial-Market Benchmarks," Research Papers 3170, Stanford University, Graduate School of Business.
- Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009. "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers 2009-ECO-10, IESEG School of Management.
More about this item
Keywordsindeksy rynku finansowego; rynek pieniężny; koszt finansowania; ryzyko bazowe;
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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