The effect of the term auction facility on the London interbank offered rate-Reference-Cited by-同舟云学术

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The effect of the term auction facility on the London interbank offered rate

Published:2017-10 Issue: Volume:83 Page:135-152
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

McAndrews James,Sarkar Asani,Wang Zhenyu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Libor manipulation?;Abrantes-Metz;J. Banking Finance,2012

2. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets;Acharya,2011

3. Discount window stigma during the 2007–2008 financial crisis;Armantier;J. Financ. Econ.,2015

4. The term auction facility;Armantier;Curr. Issues Econ. Finance,2008

5. Benmelech, E., 2012. An empirical analysis of the fed’s term auction facility, NBER working paper no. 18304.

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