Tracking the Libor rate
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- Abrantes-Metz, Rosa & Villas-Boas, Sofia B. & Judge, George G., 2013. "Tracking the Libor Rate," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2p33x7dk, Department of Agricultural & Resource Economics, UC Berkeley.
- Villas-Boas, Sofia B & Judge, George & Abrantes-Metz, Rosa, 2011. "Tracking the Libor Rate," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0g79j32p, Department of Agricultural & Resource Economics, UC Berkeley.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marcel Ausloos & Rosella Castellano & Roy Cerqueti, 2016. "Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law," Papers 1603.01103, arXiv.org.
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- Aurelio F. Bariviera & M. T. Martin & A. Plastino & V. Vampa, 2015. "LIBOR troubles: anomalous movements detection based on Maximum Entropy," Papers 1508.04512, arXiv.org.
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- 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.
- 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.
- 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.
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