Fixing the Fixings: What Road to a More Representative Money Market Benchmark?
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- Mr. Divya Kirti, 2017. "What Are Reference Rates For?," IMF Working Papers 2017/013, International Monetary Fund.
- Mielus Piotr, 2019. "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(1), pages 51-73, March.
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- Rodríguez-López, Araceli & Fernández-Abascal, Hermenegildo & Maté-García, Jorge-Julio & Rodríguez-Fernández, José-Miguel & Rojo-García, José-Luis & Sanz-Gómez, José-Antonio, 2021. "Evaluating Euribor Manipulation: Effects on Mortgage Borrowers," Finance Research Letters, Elsevier, vol. 40(C).
- Heung Soon Jung & Dong Jin Lee & Tae Hyo Gwon & Se Jin Yun, 2015. "Reference Rates and Monetary Policy Effectiveness in Korea," Working Papers 2015-27, Economic Research Institute, Bank of Korea.
- Piotr Mielus, 2016. "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 91-114.
- Mielus Piotr & Mironczuk Tomasz & Zamojska Anna, 2016. "Basis Risk and Net Interest Income of Banks," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 40-59, December.
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Keywords
WP; derivative instrument; interest rate; market; bank; London interbank offered rate; Libor; Euribor; fixings; Unsecured Money Market; Benchmarking System; derivatives data; OTC interest rates derivative exposure; forward rate; Euribor-index interest rate swap; rate-referenced derivative products; rate-indexed derivatives contract; rate derivatives instruments; OTC derivative clearing houses; trading unit; market participant; index cash transaction; interest rate swap; Money markets; Interbank rates; Currencies; Options; Deposit rates; Global; Europe; North America; Northern Europe; Asia and Pacific;All these keywords.
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