Abrantes-Metz, Rosa; Villas-Boas, Sofia; Judge, George - In: Applied Economics Letters 18 (2011) 10, pp. 893-899
With an eye to providing a methodology for tracking the dynamic integrity of prices for important market indicators, in this article we use Benford second digit (SD) reference distribution to track the daily London Interbank Offered Rate (Libor) over the period 2005 to 2008. This reference,...
