Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential?
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Cited by:
- Alexius, Annika & Birenstam, Helene & Eklund, Johanna, 2014.
"The interbank market risk premium, central bank interventions, and measures of market liquidity,"
Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 202-217.
- Alexius, Annika & Birenstam, Helene & Eklund, Johanna, 2014. "The interbank market risk premium, central bank interventions, and measures of market liquidity," Research Papers in Economics 2014:2, Stockholm University, Department of Economics.
- Woon Wong & Iris Biefang-Frisancho Mariscal & Peter Howells, 2019.
"Liquidity and credit risks in the UK’s financial crisis: how ‘quantitative easing’ changed the relationship,"
Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 278-287, January.
- Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells, 2016. "Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship," Cardiff Economics Working Papers E2016/9, Cardiff University, Cardiff Business School, Economics Section.
- Stenfors, Alexis, 2014. "LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 452-472.
- Mesias Alfeus, 2019. "Stochastic Modelling of New Phenomena in Financial Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2019, January-A.
- Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018. "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 137-154.
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- Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016. "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 358-375.
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Keywords
LIBOR BKBM Interest rate differential Financial crisis;Statistics
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