The effect of the Term Auction Facility on the London inter-bank offered rate
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- McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017. "The effect of the term auction facility on the London interbank offered rate," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 135-152.
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More about this item
Keywords
Libor; liquidity; money markets; Term Auction Facility;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-08-06 (All new papers)
- NEP-MAC-2008-08-06 (Macroeconomics)
- NEP-MON-2008-08-06 (Monetary Economics)
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