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LIBOR: Origins, Economics, Crisis, Scandal, and Reform

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References

2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
2011A model of liquidity hoarding and term premia in inter-bank markets224 cited
2008The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate212 cited
2008A Black Swan in the Money Market174 cited
2011Libor manipulation?167 cited
2008What drives interbank rates? Evidence from the Libor panel125 cited
2011Understanding liquidity and credit risks in the financial crisis76 cited
2009What the Libor-OIS Spread Says72 cited
2008Interbank rate fixings during the recent turmoil67 cited
2018A Comparison of Libor to Other Measures of Bank Borrowing Costs60 cited
2008Further Results on a Black Swan in the Money Market56 cited

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2016Systemic risk among European banks: A copula approach32 cited
2014Benchmarks in Search Markets27 cited
2023A bibliographic overview of financial engineering in the emerging financial market

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25 cited

2019Sustainable Debt Behaviour and Well-Being of Young Adults: The Role of Parental Financial Socialisation Process21 cited

2017When Kamay Met Hill: Organisational Ethics in Practice8 cited