LIBOR–OIS spread

Results: 41



#Item
21Banking / Ehman / LIBOR–OIS spread / Late-2000s financial crisis / Libor / Federal Reserve System / Interest rate / Economics / Economic history / American International Group

I NTRODUCTION S TART DATE L OWER RATES

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Source URL: research.stlouisfed.org

Language: English - Date: 2013-11-20 12:15:24
22Banking / Interest rates / Finance / Interbank lending market / LIBOR–OIS spread / Overnight indexed swap / Libor / TED spread / Monetary policy / Economics / Macroeconomics / United States housing bubble

NBER WORKING PAPER SERIES MARKET RESPONSE TO POLICY INITIATIVES DURING THE GLOBAL FINANCIAL CRISIS Yacine Aït-Sahalia Jochen Andritzky

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:57:25
23Macroeconomics / Banking / Monetary policy / Fixed income market / Yield curve / Libor / Federal funds rate / LIBOR–OIS spread / Overnight indexed swap / Economics / Interest rates / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Volatility, Money Market Rates, and the Transmission of Monetary Policy

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Source URL: www.federalreserve.gov

Language: English - Date: 2011-04-19 15:35:03
24Banking / Federal Reserve / Interest rates / Financial markets / Term auction facility / Libor / LIBOR–OIS spread / Interbank lending market / Currency swap / Economics / Finance / Financial economics

www.newyorkfed.org/research/current_issues ✦ April 2010 ✦

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Source URL: www.newyorkfed.org

Language: English - Date: 2010-04-23 08:58:05
25Finance / 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
26

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
    27Financial 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
    28Financial 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
    29Business cycle / Recessions / United States housing bubble / Financial crises / Monetary policy / LIBOR–OIS spread / Late-2000s recession / Libor / Federal Reserve System / Economics / Macroeconomics / Economic history

    Getting Back on Track: Macroeconomic Policy Lessons from the Financial Crisis John B. Taylor This article reviews the role of monetary and fiscal policy in the financial crisis and draws lessons for future macroeconomic

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    Source URL: research.stlouisfed.org

    Language: English - Date: 2010-04-26 14:13:44
    30

    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
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