Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
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KeywordsLIBOR; EURIBOR; secured segment; fixings; market distortions; financial crisis.;
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-03-06 (All new papers)
- NEP-BAN-2010-03-06 (Banking)
- NEP-EEC-2010-03-06 (European Economics)
- NEP-FMK-2010-03-06 (Financial Markets)
- NEP-IFN-2010-03-06 (International Finance)
- NEP-MON-2010-03-06 (Monetary Economics)
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