LIBOR–OIS spread

Results: 41



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1Microsoft PowerPoint - 03_Project Link-24Oct2011b.ppt

Microsoft PowerPoint - 03_Project Link-24Oct2011b.ppt

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Source URL: projects.chass.utoronto.ca

Language: English - Date: 2011-10-27 13:25:14
2Week 1 Michael Rockinger HEC Lausanne Swiss:Finance:Institute  February 2015

Week 1 Michael Rockinger HEC Lausanne Swiss:Finance:Institute February 2015

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Source URL: www.szgerzensee.ch

Language: English - Date: 2015-02-23 09:57:13
3A Network View on Interbank Market Freezes We wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Grzegorz Halaj (discussant), Rajkamal Iyer, Anton Korinek, Marco van der

A Network View on Interbank Market Freezes We wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Grzegorz Halaj (discussant), Rajkamal Iyer, Anton Korinek, Marco van der

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Source URL: www.tinbergen.nl

Language: English - Date: 2015-04-24 03:36:55
4Working PaperJune 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OFPrepared by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung*

Working PaperJune 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OFPrepared by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung*

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-04 04:49:35
5MonetaryTrends November 2008 The LIBOR-OIS Spread as a Summary Indicator  T

MonetaryTrends November 2008 The LIBOR-OIS Spread as a Summary Indicator T

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Source URL: research.stlouisfed.org

Language: English - Date: 2009-07-06 17:34:34
6A Network View on Interbank Market FreezesWe wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Rajkamal Iyer, Anton Korinek, Marco van der Leij, Robin Lumsdaine (discus

A Network View on Interbank Market FreezesWe wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Rajkamal Iyer, Anton Korinek, Marco van der Leij, Robin Lumsdaine (discus

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Source URL: www.banque-france.fr

Language: English - Date: 2014-12-29 09:10:55
72012 | 14  Working Paper Market Operations and Analysis  The daily liquidity effect in a floor system Empirical evidence from the Norwegian

2012 | 14 Working Paper Market Operations and Analysis The daily liquidity effect in a floor system Empirical evidence from the Norwegian

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Source URL: www.norges-bank.no

Language: English - Date: 2012-11-23 03:49:11
8The liquidity consequences of the euro area sovereign debt crisis

The liquidity consequences of the euro area sovereign debt crisis

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Source URL: www.bis.org

Language: English - Date: 2012-10-08 12:00:00
9chapter  2 Stress In Bank Funding Markets and Implications for Monetary Policy

chapter 2 Stress In Bank Funding Markets and Implications for Monetary Policy

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Source URL: www.imf.org

Language: English - Date: 2008-10-02 12:27:27
10Implied Correlations from Dynamic Condition Correlation Model Spread between 3-month U.S. dollar LIBOR and overnight index swap (OIS) and Emerging Market Sovereign Debt (EMBI+) Latin America Asia Europe

Implied Correlations from Dynamic Condition Correlation Model Spread between 3-month U.S. dollar LIBOR and overnight index swap (OIS) and Emerging Market Sovereign Debt (EMBI+) Latin America Asia Europe

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Source URL: www.imf.org

- Date: 2009-04-17 14:01:42