LIBOR–OIS spread

Results: 41



#Item
21I NTRODUCTION  S TART DATE L OWER RATES

I NTRODUCTION S TART DATE L OWER RATES

Add to Reading List

Source URL: research.stlouisfed.org

Language: English - Date: 2013-11-20 12:15:24
22NBER WORKING PAPER SERIES  MARKET RESPONSE TO POLICY INITIATIVES DURING THE GLOBAL FINANCIAL CRISIS Yacine Aït-Sahalia Jochen Andritzky

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

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:57:25
23Finance 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

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

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2011-04-19 15:35:03
24www.newyorkfed.org/research/current_issues ✦ April 2010 ✦

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

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2010-04-23 08:58:05
25Global Financial Statistical Report

Global Financial Statistical Report

Add to Reading List

Source URL: www.imf.org

Language: English - Date: 2009-05-13 12:07:50
26Implied 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

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

Add to Reading List

Source URL: www.imf.org

- Date: 2009-04-17 14:01:42
    27chapter  3 Market Interventions During the Financial Crisis: How Effective and How to Disengage?

    chapter 3 Market Interventions During the Financial Crisis: How Effective and How to Disengage?

    Add to Reading List

    Source URL: www.imf.org

    Language: English - Date: 2009-10-21 15:49:29
    28chapter  3 Market Interventions During the Financial Crisis: How Effective and How to Disengage?

    chapter 3 Market Interventions During the Financial Crisis: How Effective and How to Disengage?

    Add to Reading List

    Source URL: www.imf.org

    Language: English - Date: 2009-10-21 15:49:29
    29Getting 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

    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

    Add to Reading List

    Source URL: research.stlouisfed.org

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

    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

    Add to Reading List

    Source URL: www.imf.org

    - Date: 2009-04-17 14:01:42