LIBOR–OIS spread

Results: 41



#Item
1Financial economics / Interest rates / Credit default swap / Libor / Swap / Government debt / Euro / LIBOR–OIS spread / Overnight indexed swap / United States housing bubble / Economics / Finance

Microsoft PowerPoint - 03_Project Link-24Oct2011b.ppt

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Source URL: projects.chass.utoronto.ca

Language: English - Date: 2011-10-27 13:25:14
2Banking / Finance / Overnight indexed swap / LIBOR–OIS spread / Libor / Euro Interbank Offered Rate / Interest rate swap / Forward rate agreement / Yield curve / Financial economics / Interest rates / Economics

Week 1 Michael Rockinger HEC Lausanne Swiss:Finance:Institute February 2015

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Source URL: www.szgerzensee.ch

Language: English - Date: 2015-02-23 09:57:13
3Economics / Banking / Interest rates / United States housing bubble / Interbank lending market / Money market / LIBOR–OIS spread / Market liquidity / Repurchase agreement / Financial markets / Financial economics / Finance

A Network View on Interbank Market Freezes We wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Grzegorz Halaj (discussant), Rajkamal Iyer, Anton Korinek, Marco van der

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Source URL: www.tinbergen.nl

Language: English - Date: 2015-04-24 03:36:55
4Banking / Financial markets / Interest rates / Financial risk / LIBOR–OIS spread / Overnight indexed swap / Interbank lending market / Liquidity risk / Libor / Economics / Financial economics / Finance

Working PaperJune 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OFPrepared 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
5Interest rates / Banking / Federal Reserve / Finance / Inflation / LIBOR–OIS spread / Overnight indexed swap / Federal funds rate / Libor / Economics / Macroeconomics / Money

MonetaryTrends November 2008 The LIBOR-OIS Spread as a Summary Indicator T

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Source URL: research.stlouisfed.org

Language: English - Date: 2009-07-06 17:34:34
6Finance / Banking / Interest rates / United States housing bubble / Interbank lending market / Money market / Market liquidity / LIBOR–OIS spread / Libor / Financial economics / Financial markets / Economics

A Network View on Interbank Market FreezesWe wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Rajkamal Iyer, Anton Korinek, Marco van der Leij, Robin Lumsdaine (discus

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Source URL: www.banque-france.fr

Language: English - Date: 2014-12-29 09:10:55
7Macroeconomics / Interest rates / Monetary policy / Financial markets / Interbank lending market / Liquidity risk / Overnight indexed swap / LIBOR–OIS spread / Market liquidity / Banking / Economics / Finance

2012 | 14 Working Paper Market Operations and Analysis The daily liquidity effect in a floor system Empirical evidence from the Norwegian

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Source URL: www.norges-bank.no

Language: English - Date: 2012-11-23 03:49:11
8Economic bubbles / Financial crises / Late-2000s financial crisis / Financial markets / European sovereign debt crisis / Euro / Credit default swap / LIBOR–OIS spread / Market liquidity / Economics / Economic history / United States housing bubble

The liquidity consequences of the euro area sovereign debt crisis

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Source URL: www.bis.org

Language: English - Date: 2012-10-08 12:00:00
9Finance / Economics / Financial markets / United States housing bubble / Libor / Interbank lending market / Euro Interbank Offered Rate / LIBOR–OIS spread / Overnight indexed swap / Banking / Financial economics / Interest rates

chapter 2 Stress In Bank Funding Markets and Implications for Monetary Policy

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Source URL: www.imf.org

Language: English - Date: 2008-10-02 12:27:27
10

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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