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The Manipulation Potential of Libor and Euribor

  • Published:2017-08-15 Issue:4 Volume:23 Page:604-647
  • ISSN:1354-7798
  • Container-title:European Financial Management
  • language:en
  • Short-container-title:Eur Financial Management

Author:

Eisl Alexander1,Jankowitsch Rainer1,Subrahmanyam Marti G.2

Affiliation:

1. WU (Vienna University of Economics and Business), Department of Finance; Accounting and Statistics; Welthandelsplatz 1 1020 Vienna Austria

2. New York University, Stern School of Business, Department of Finance; 44 West Fourth Street, Room 9-68 New York NY 10012

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Reference31 articles.

1. Abrantes-Metz , R. M. Evans , D. S. 2012

2. Libor manipulation;Abrantes-Metz;Journal of Banking & Finance,2012

3. Tracking the Libor rate’;Abrantes-Metz;Applied Economics Letters,2011

4. Market transparency, liquidity externalities, and institutional trading costs in coporate bonds;Bessembinder;Journal of Financial Economics,2006

5. 2012 http://www.bbalibor.com/bbalibor-explained/the-basics

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2. Learning to Manipulate a Financial Benchmark;4th ACM International Conference on AI in Finance;2023-11-25

3. Short-Term Rate Benchmarks: The Post-LIBOR Regime;Annual Review of Financial Economics;2023-11-01

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