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  • Search: subject:"secured segment"
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Year of publication
Subject
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EURIBOR 1 LIBOR 1 financial crisis 1 fixings 1 market distortions 1 secured segment 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Brousseau, Vincent 1 Chailloux, Alexandre 1 Durré, Alain 1
Institution
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IÉSEG School of Management, Université Catholique de Lille 1
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Working Papers / IÉSEG School of Management, Université Catholique de Lille 1
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RePEc 1
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Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
Brousseau, Vincent; Chailloux, Alexandre; Durré, Alain - IÉSEG School of Management, Université Catholique de Lille - 2009
With the onset of the financial turmoil in August 2007, pricing references on the money market interest rates have been shocked. The segment of unsecured deposit transactions, which represent the cornerstone of capital markets, and is used as basis for the setting of money market benchmark...
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