Mitsubishi / Norin / The London Interbank / J.P. Morgan / Royal Bank of Canada / Deutsche Bank / Bank of Tokyo / Rabo Bank / Month LIBOR-OIS Spreads LIBOR Bank / Bank of America / Barclays / Bear Stearns / Northern Rock / Eurodollar / Citigroup / Bank of Tokyo-Mitsubishi / /
Country
United States / /
Currency
USD / / /
Event
M&A / Bankruptcy / /
Facility
Connan Snider∗ UCLA Thomas Youle† University of Minnesota April / University of Minnesota / /
IndustryTerm
Bank incentives / bank risk / hypothetical bank / otherwise healthy bank / given bank / bank specific variables / large and persistent bank-currency specific risks / bank level / bank-level heterogeneity / bank borrowing costs / default insurance / bank-currency specific shocks / bank costs / bank skewing behavior / bank-currency specific liquidity risks / bank / bank risk measures / bank behavior / average bank / bank runs / bank cares / bank borrowing / /
Organization
UCLA / British Bankers Association / Department of Economics / Guaranteer / Bank of Canada / FDIC / University of Minnesota / /
Does the LIBOR reflect banks’ borrowing costs? Connan Snider∗ UCLA Thomas Youle† University of Minnesota