Modelling the lowballing of the LIBOR fixing
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DOI: 10.1016/j.irfa.2015.08.003
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More about this item
Keywords
LIBOR fixing; Interbank market; Lowballing; Financial crisis;All these keywords.
JEL classification:
- 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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