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  • Search: subject:"LIBOR"
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Year of publication
Subject
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Zinsstruktur 15,880 Yield curve 15,879 Theorie 6,729 Theory 6,727 Zins 2,879 Interest rate 2,844 Schätzung 2,624 Estimation 2,623 Public bond 2,616 Öffentliche Anleihe 2,616 Geldpolitik 2,570 Monetary policy 2,560 Risk premium 2,490 Risikoprämie 2,489 USA 2,138 United States 2,122 Anleihe 1,805 Bond 1,801 Kreditrisiko 1,787 Credit risk 1,782 Capital income 1,695 Kapitaleinkommen 1,695 EU countries 1,326 EU-Staaten 1,325 Volatilität 1,324 Volatility 1,322 Interbank market 1,168 Interbankenmarkt 1,167 Forecasting model 1,157 Prognoseverfahren 1,157 Optionspreistheorie 1,090 Option pricing theory 1,087 Geldmarkt 1,084 Eurozone 1,082 Euro area 1,081 Money market 1,074 Corporate bond 1,052 Unternehmensanleihe 1,052 Zinsderivat 1,007 Interest rate derivative 1,006
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Online availability
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Free 7,401 Undetermined 3,213 CC license 197 Digitizable 4
Type of publication
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Book / Working Paper 9,184 Article 7,986 Journal 5 Other 1
Type of publication (narrower categories)
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Article in journal 7,178 Aufsatz in Zeitschrift 7,178 Graue Literatur 4,185 Non-commercial literature 4,185 Working Paper 4,119 Arbeitspapier 4,090 Aufsatz im Buch 469 Book section 469 Hochschulschrift 425 Thesis 323 Collection of articles written by one author 104 Sammlung 104 Conference paper 63 Konferenzbeitrag 63 Collection of articles of several authors 58 Sammelwerk 58 Bibliografie enthalten 46 Bibliography included 46 Konferenzschrift 32 Aufsatzsammlung 27 Lehrbuch 24 Textbook 23 Amtsdruckschrift 21 Forschungsbericht 21 Government document 21 Conference proceedings 17 Systematic review 17 Übersichtsarbeit 17 Mikroform 12 Case study 8 Fallstudie 8 Article 6 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 research-article 4 Handbook 3
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Language
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English 16,318 German 389 Spanish 128 French 125 Undetermined 119 Portuguese 30 Italian 23 Polish 15 Dutch 9 Danish 6 Norwegian 6 Hungarian 5 Czech 3 Russian 3 Finnish 2 Croatian 2 Turkish 2 Korean 1 Romanian 1
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Author
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Rudebusch, Glenn D. 103 Christensen, Jens H. E. 75 Akram, Tanweer 74 Favero, Carlo A. 57 Wu, Jing Cynthia 55 Wright, Jonathan H. 54 Bekaert, Geert 51 Afonso, António 48 Monfort, Alain 47 Chernov, Mikhail 45 Diebold, Francis X. 45 Renne, Jean-Paul 45 Caporale, Guglielmo Maria 44 Bauer, Michael D. 42 Campbell, John Y. 42 Chiarella, Carl 42 Gollier, Christian 42 Krippner, Leo 42 Mishkin, Frederic S. 42 Schlögl, Erik 42 Hamilton, James D. 41 Hördahl, Peter 38 Kim, Don H. 38 Fabozzi, Frank J. 37 Thornton, Daniel L. 37 Wei, Min 37 Lemke, Wolfgang 36 Filipović, Damir 35 Gouriéroux, Christian 35 Kaminska, Iryna 35 Friedman, Benjamin M. 34 Goldstein, Robert S. 34 Jarrow, Robert A. 34 Joshi, Mark S. 34 Dewachter, Hans 33 Singleton, Kenneth J. 32 Meldrum, Andrew 31 Mönch, Emanuel 31 Batten, Jonathan A. 30 Collin-Dufresne, Pierre 30
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Institution
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National Bureau of Economic Research 310 Centre for Analytical Finance <Århus> 14 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 European Central Bank 11 Ekonomiska forskningsinstitutet <Stockholm> 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Federal Reserve Bank of New York 6 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 Banco Central do Brasil 4 EconWPA 4 Ehrvervøkonomisk Institut, Institut for Økonomi 4 Federal Reserve System / Division of Research and Statistics 4 Internationaler Währungsfonds / European Department <1> 4 Springer Fachmedien Wiesbaden 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Weierstraß-Institut für Angewandte Analysis und Stochastik 4 World Bank 4 Deutsche Forschungsgemeinschaft 3 Erasmus Research Institute of Management 3 Europäische Zentralbank 3 Finance Discipline Group, Business School 3 Graduate School of Economics, Osaka University 3 Innocenzo Gasparini Institute for Economic Research <Mailand> 3 International Center for Financial Asset Management and Engineering 3 Internationaler Währungsfonds 3 Internationaler Währungsfonds / Research Department 3 Reserve Bank of New Zealand 3 SUERF - The European Money and Finance Forum 3 University of York / Department of Economics and Related Studies 3 Bank für Internationalen Zahlungsausgleich 2 Bank of Canada 2 Bank of England / Economics Division 2
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Published in...
All
NBER working paper series 306 Working paper / National Bureau of Economic Research, Inc. 251 NBER Working Paper 246 Journal of banking & finance 240 Journal of financial economics 146 Journal of international money and finance 143 Discussion paper / Centre for Economic Policy Research 139 The journal of fixed income 138 Finance research letters 137 Working paper series / European Central Bank 137 Finance and economics discussion series 131 International journal of theoretical and applied finance 122 Journal of money, credit and banking : JMCB 114 Working paper 113 Economics letters 111 IMF working papers 107 International review of economics & finance : IREF 103 The journal of finance : the journal of the American Finance Association 102 Journal of economic dynamics & control 101 The review of financial studies 101 Applied economics 94 Journal of monetary economics 90 International review of financial analysis 88 Economic modelling 86 Discussion paper 83 Discussion papers / CEPR 83 ECB Working Paper 82 Journal of empirical finance 82 Applied financial economics 79 Working papers series / Federal Reserve Bank of San Francisco 73 Applied economics letters 72 Mathematical finance : an international journal of mathematics, statistics and financial theory 71 CESifo working papers 70 Journal of international financial markets, institutions & money 70 Journal of financial and quantitative analysis : JFQA 69 The journal of futures markets 66 Staff reports / Federal Reserve Bank of New York 63 The North American journal of economics and finance : a journal of financial economics studies 62 The European journal of finance 61 FEDS Working Paper 57
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Source
All
ECONIS (ZBW) 16,988 RePEc 142 EconStor 36 Other ZBW resources 6 BASE 2 OLC EcoSci 1 USB Cologne (EcoSocSci) 1
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Showing 1 - 10 of 17,176
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A model of network formation for the overnight interbank market : when is core-periphery an illusion?
Anufriev, Mikhail; Deghi, Andrea; Panchenko, Valentyn; … - In: Journal of economic theory : JET 231 (2026), pp. 1-30
Persistent link: https://www.econbiz.de/10015578346
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Overnight interbank rate volatility across liquidity states : key drivers and policy implications
Mukhtarov, Elmir; Hajili, Ali; Garayeva, Aygun; … - 2026
Effective monetary policy requires maintaining the short-term interbank rate close to the policy rate while limiting its volatility, ensuring smooth transmission, and reducing banks' liquidity and interest rate risks. This paper seeks to identify and explain the drivers of volatility in...
Persistent link: https://www.econbiz.de/10015614335
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties … including Canada and Australia. We use equivalent-country interbank LIBOR-OIS spreads as a proxy for domestic interbank funding …
Persistent link: https://www.econbiz.de/10015334486
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de/10013530819
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Lost in the LIBOR transition
Backwell, Alex; Macrina, Andrea; Schlögl, Erik; … - In: Quantitative finance 25 (2025) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10015534047
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US ($) interest rate and cross currency swaps after the LIBOR funeral : a corporate treasury primer
Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025
This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate … treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross …
Persistent link: https://www.econbiz.de/10015333448
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
Persistent link: https://www.econbiz.de/10015183085
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Policy interest rate expectations and the behavior of the interbank money market
Garcia, Piero; Pozo, Jorge; Velarde, Rafael - 2025
Persistent link: https://www.econbiz.de/10015574441
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Systemic perspective of term risk in bank funding markets
Macrina, Andrea; Mahomed, Obeid - In: International journal of theoretical and applied … 27 (2024) 3/4, pp. 1-55
Persistent link: https://www.econbiz.de/10015558943
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US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
developments in a changing financial landscape. This paper discusses the change from US$-LIBOR to the Secured Overnight Financing …
Persistent link: https://www.econbiz.de/10014468854
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