LIBOR–OIS spread

Results: 41



#Item
11Financial crises / Financial markets / Stock market crashes / Liquidity risk / Overnight indexed swap / LIBOR–OIS spread / Market liquidity / Late-2000s financial crisis / Libor / Economics / Banking / Economic bubbles

chapter 3 Market Interventions During the Financial Crisis: How Effective and How to Disengage?

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Source URL: www.imf.org

Language: English - Date: 2009-10-21 15:49:29
12Finance / Interest rates / Structured finance / Banking / Overnight indexed swap / LIBOR–OIS spread / Libor / TED spread / Option-adjusted spread / Economics / United States housing bubble / Financial economics

Global Financial Statistical Report

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Source URL: www.imf.org

Language: English - Date: 2009-05-13 12:07:50
13Banking / Financial markets / Interest rates / Financial risk / LIBOR–OIS spread / Overnight indexed swap / Interbank lending market / Liquidity risk / Libor / Economics / Financial economics / Finance

Working Paper[removed]June 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OF[removed]Prepared 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
14Banking / Financial economics / United States housing bubble / Libor / LIBOR–OIS spread / Eurodollar / Overnight indexed swap / Interbank lending market / Interest rate swap / Economics / Finance / Interest rates

Does the LIBOR reflect banks’ borrowing costs? Connan Snider∗ UCLA Thomas Youle† University of Minnesota

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Source URL: www.econ.umn.edu

Language: English - Date: 2010-04-02 12:49:59
15United States housing bubble / Interest rates / Banking / Financial markets / Foreign exchange market / LIBOR–OIS spread / Libor / Swap / Arbitrage / Economics / Finance / Financial economics

Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:53
16United States housing bubble / Interest rates / Banking / Financial markets / Foreign exchange market / LIBOR–OIS spread / Libor / Swap / Arbitrage / Economics / Finance / Financial economics

Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:53
17Banking / Finance / Interest rates / Economic bubbles / John B. Taylor / LIBOR–OIS spread / Federal funds rate / Inflation / Subprime mortgage crisis / Economics / Macroeconomics / Monetary policy

The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong John B. Taylor,* Keynote Speaker INTRODUCTION What caused the financial crisis? What prolonged it? Why did it worsen so dramatically

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Source URL: www.stanford.edu

Language: English - Date: 2010-09-14 13:41:32
18Banking / Financial economics / United States housing bubble / Libor / LIBOR–OIS spread / Overnight indexed swap / Floating interest rate / Eurodollar / Swap / Interest rates / Finance / Economics

Diagnosing the LIBOR: Strategic Manipulation and Member Portfolio Positions Connan Snider∗ UCLA Thomas Youle†

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Source URL: www.econ.umn.edu

Language: English - Date: 2010-02-05 14:36:30
19Economics / Banking / Interest rates / United States housing bubble / Interbank lending market / Money market / Repurchase agreement / LIBOR–OIS spread / Market liquidity / Financial economics / Finance / Financial markets

A Network View on Interbank Market Freezes

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Source URL: www.indiana.edu

Language: English - Date: 2014-12-31 16:25:36
20Finance / Structured finance / Fixed income securities / Interest rates / Mortgage-backed security / LIBOR–OIS spread / Money market / Collateralized debt obligation / TED spread / United States housing bubble / Financial economics / Economics

Microsoft Word - MPFReportfinal

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Source URL: research.chicagobooth.edu

Language: English - Date: 2008-05-27 12:56:43
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