Works matching DE "LIBOR"

Results: 271

LIBOR Discontinuation and the Cost of Bank Loans.

Published in:

Management Science, 2025, v. 71, n. 5, p. 4413, doi. 10.1287/mnsc.2022.03133

By:

Kim, Jeong-Bon;
Wang, Chong;
Wu, Feng

Publication type:

Article

Motives and Consequences of Libor Strategic Reporting: How Much Can We Learn from Banks' Self-Reported Borrowing Rates?

Published in:

Review of Economic Studies, 2024, v. 91, n. 6, p. 3217, doi. 10.1093/restud/rdae005

By:

Bonaldi, Pietro

Publication type:

Article

Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 131, doi. 10.1007/s10690-012-9162-z

By:

Hui, Cho-Hoi;
Chung, Tsz-Kin;
Lo, Chi-Fai

Publication type:

Article

An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 69, doi. 10.1007/s10690-007-9054-9

By:

Takahashi, Akihiko;
Takehara, Kohta

Publication type:

Article

Thanking reviewers.

Published in:

International Journal of Advanced Manufacturing Technology, 2024, v. 131, n. 7/8, p. 3337, doi. 10.1007/s00170-024-13151-4

By:

Nee, Andrew Y. C.;
Schilgerius, Silvia

Publication type:

Article

Decisión del 20 de junio de 2024 de la Sala de Casación Civil de la Corte Suprema de Justicia de Colombia.

Published in:

Principia (2790-377X), 2024, n. 10, p. 145

By:

Martínez, Claudia Madrid

Publication type:

Article

تسعير اإلجارة: األنموذج البديل القائم على المشاركة.

Published in:

Bait Al-Mashura Journal, 2023, n. 19, p. 209, doi. 10.33001/M0104202319/112

By:

إبراهيم الحيدوس&;
ختام بن جديدية

Publication type:

Article

LIBOR: THE CLEARINGHOUSE AND EXCHANGE BASED SOLUTION.

Published in:

Fordham Journal of Corporate & Financial Law, 2014, v. 19, n. 2, p. 455

By:

Kohn, Allen

Publication type:

Article

End of the LIBOR Era and the Road Ahead for Financial Markets.

Published in:

Vinimaya, 2023, v. 44, n. 1, p. 25

By:

Chherawala, Tasneem

Publication type:

Article

LIBOR to SOFR Transition: The Journey Has Begun.

Published in:

Vinimaya, 2021, v. 42, n. 3, p. 32

By:

Srivastava, Seema

Publication type:

Article

End of the Long Regime of LIBOR - Evolving Alternate Benchmarks.

Published in:

Vinimaya, 2021, v. 42, n. 2, p. 18

By:

Rao, K. Srinivasa

Publication type:

Article

Latin American Firms Getting Funding in US.

Published in:

Financial Executive, 2006, v. 22, n. 8, p. 12

By:

Marshall, Jeffrey;
Heffes, Ellen M.

Publication type:

Article

Winners announced for the Uniformed Youth Social Action Fund.

Published in:: Education Journal, 2014, n. 210, p. 8
Publication type:: Article

European Union Legislation and Actions.

Published in:

European Review of Contract Law, 2021, v. 17, n. 1, p. 82, doi. 10.1515/ercl-2021-0004

By:

Delfino, Rossella

Publication type:

Article

Distress in Money Markets During the Global Financial Crisis: An Analysis of Co-Movement and Transmission.

Published in:

IUP Journal of Applied Finance, 2013, v. 19, n. 1, p. 72

By:

Ito, Takayasu

Publication type:

Article

Stimulating information sharing, collaboration and learning in operations research with libOR.

Published in:

International Journal on Digital Libraries, 2008, v. 8, n. 2, p. 79, doi. 10.1007/s00799-007-0032-7

By:

Ven, Kris;
Sörensen, Kenneth;
Verelst, Jan;
Sevaux, Marc

Publication type:

Article

Determinants of Mortgage Interest Rates: Treasuries versus Swaps.

Published in:

Journal of Real Estate Finance & Economics, 2015, v. 50, n. 1, p. 34, doi. 10.1007/s11146-013-9445-9

By:

Sirmans, C.;
Smith, Stanley;
Sirmans, G.

Publication type:

Article

Considerations for the beginning of the end of LIBOR.

Published in:

Law & Financial Markets Review, 2017, v. 11, n. 2/3, p. 105, doi. 10.1080/17521440.2017.1375210

By:

Gibbons, Kate;
Mann, Toby;
Hoskins, Rebecca

Publication type:

Article

From enforcement to prevention: international cooperation and financial benchmark reform.

Published in:

Law & Financial Markets Review, 2016, v. 10, n. 2, p. 83, doi. 10.1080/17521440.2016.1211385

By:

Dao, André;
Godwin, Andrew;
Ramsay, Ian

Publication type:

Article

Fixing the fix: governance, culture, ethics and the extending perimeter of financial regulation.

Published in:

Law & Financial Markets Review, 2014, v. 8, n. 4, p. 373, doi. 10.5235/17521440.8.4.373

By:

O'BRIEN, JUSTIN

Publication type:

Article

LIBOR reform and contractual continuity - issues for the financial markets.

Published in:

Law & Financial Markets Review, 2013, v. 7, n. 6, p. 315, doi. 10.5235/17521440.7.6.315

By:

GIBBONS, KATE;
NEALE, DEBORAH

Publication type:

Article

The global financial crisis: the case for a stronger criminal response.

Published in:: Law & Financial Markets Review, 2013, v. 7, n. 3, p. 159, doi. 10.5235/17521440.7.3.159
Publication type:: Article

BANKING AND THE LIMITS OF PROFESSIONALISM.

Published in:

University of New South Wales Law Journal, 2017, v. 40, n. 1, p. 411, doi. 10.53637/kpof3541

By:

SMITH, DIMITY KINGSFORD;
CLARKE, THOMAS;
ROGERS, JUSTINE

Publication type:

Article

Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices.

Published in:

Review of Financial Studies, 2009, v. 22, n. 11, p. 4335, doi. 10.1093/rfs/hhp025

By:

Haitao Li;
Feng Zhao

Publication type:

Article

Identifying Term Structure Volatility from the LIBOR-Swap Curve.

Published in:

Review of Financial Studies, 2008, v. 21, n. 2, p. 819, doi. 10.1093/rfs/hhm082

By:

Thompson, Samuel

Publication type:

Article

Friedrich A. Lutz: A Forgotten Monetary Economist and Social Philosopber.

Published in:

Independent Review, 2023, v. 28, n. 2, p. 225

By:

GRUDEV, LACHEZAR

Publication type:

Article

A Benchmark Pricing Strategy for Islamic Banks.

Published in:

International Journal of New Political Economy, 2023, v. 4, n. 1, p. 45, doi. 10.52547/jep.4.1.45

By:

Sadr, Seyed Kazem

Publication type:

Article

IMPACT OF JPY LIBOR RATE CHANGES ON REGULATIONS AND DEVELOPMENT OF ALTERNATIVE BENCHMARKS IN JAPAN.

Published in:

Journal of Finance & Financial Law / Finanse i Prawo Finansowe, 2023, v. 4, n. 40, p. 177, doi. 10.18778/2391-6478.4.40.09

By:

Kubacki, Dominik

Publication type:

Article

The Differential Management of Financial Illegalisms: Assigning Responsibilities in the Libor Scandal.

Published in:

Law & Society Review, 2019, v. 53, n. 4, p. 1233, doi. 10.1111/lasr.12442

By:

Angeletti, Thomas

Publication type:

Article

ALL TOGETHER NOW: INTERNATIONAL REGULATORY RESPONSE TO THE LIBOR RATE SETTING CONSPIRACY.

Published in:

Georgia Journal of International & Comparative Law, 2014, v. 42, n. 2, p. 491

By:

Conrad-Alam, Melissa Anne

Publication type:

Article

Final Treasury Regulations on Transition From IBORs to Qualified Rates.

Published in:

Journal of Taxation of Investments, 2022, v. 39, n. 2, p. 33

By:

Bogle, Charles R.;
Nelson, Sarah A.;
Lee, Ester;
Funston, Jeffrey

Publication type:

Article

Transitions From IBOR to Alternative Rates Avoid Tax Under Proposed Regulations.

Published in:

Journal of Taxation of Investments, 2020, v. 37, n. 2, p. 3

By:

Howe, Mark;
Recchia, Michael

Publication type:

Article

Acknowledgment to Reviewers of Machines in 2020.

Published in:: 2021
Publication type:: Editorial

Lost in the LIBOR transition.

Published in:

Quantitative Finance, 2025, v. 25, n. 1, p. 17, doi. 10.1080/14697688.2024.2436651

By:

Backwell, Alex;
Macrina, Andrea;
Schlögl, Erik;
Skovmand, David

Publication type:

Article

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets.

Published in:

Quantitative Finance, 2024, v. 24, n. 8, p. 1017, doi. 10.1080/14697688.2024.2364800

By:

Andersen, Leif;
Bang, Dominique

Publication type:

Article

Decomposing LIBOR in transition: evidence from the futures markets.

Published in:

Quantitative Finance, 2023, v. 23, n. 6, p. 959, doi. 10.1080/14697688.2023.2205438

By:

Skov, Jacob Bjerre;
Skovmand, David

Publication type:

Article

Mathematics of the Bond Market: A Lévy Processes Approach: by Michał Barski and Jerzy Zabczyk, Cambridge University Press (2020). Hardback. ISBN 9781107101296.

Published in:

2021

By:

Grbac, Zorana;
Horvath, Blanka

Publication type:

Book Review

A re-examination of Libor rigging: a time-varying cointegration perspective.

Published in:

Quantitative Finance, 2017, v. 17, n. 9, p. 1367, doi. 10.1080/14697688.2016.1267390

By:

Chua, Chew Lian;
Suardi, Sandy;
Chang, Yuanchen

Publication type:

Article

A flexible spot multiple-curve model.

Published in:

Quantitative Finance, 2016, v. 16, n. 10, p. 1465, doi. 10.1080/14697688.2015.1108521

By:

Grasselli, Martino;
Miglietta, Giulio

Publication type:

Article

Rational multi-curve models with counterparty-risk valuation adjustments.

Published in:

Quantitative Finance, 2016, v. 16, n. 6, p. 847, doi. 10.1080/14697688.2015.1095348

By:

Crépey, Stéphane;
Macrina, Andrea;
Nguyen, Tuyet Mai;
Skovmand, David

Publication type:

Article

Valuation of floating range notes in a LIBOR market model.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 7, p. 697, doi. 10.1002/fut.20310

By:

Wu, Ting-Pin;
Chen, Son-Nan

Publication type:

Article

The compatibility of one-factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 2, p. 109, doi. 10.1002/fut.20301

By:

Yunbi An;
Wulin Suo

Publication type:

Article

Target redemption notes.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 6, p. 535, doi. 10.1002/fut.20263

By:

Chu, Chi Chiu;
Kwok, Yue Kuen

Publication type:

Article

A comment on “A hedging deficiency in eurodollar futures”.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 2, p. 187, doi. 10.1002/fut.20253

By:

Kawaller, Ira G.

Publication type:

Article

The Pricing of Short-Dated and Forward Interest Rate Swaps.

Published in:

Financial Analysts Journal, 1993, v. 49, n. 2, p. 82, doi. 10.2469/faj.v49.n2.82

By:

Bansal, Vipul K.;
Ellis, M.E.;
Marshall, John F.

Publication type:

Article

Upper Bounds for Bermudan Style Derivatives.

Published in:

Monte Carlo Methods & Applications, 2004, v. 10, n. 3/4, p. 331, doi. 10.1515/mcma.2004.10.3-4.331

By:

Kolodko, A.;
Schoenmakers, J.

Publication type:

Article

Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?

Published in:

Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 136, doi. 10.1080/07350015.2013.858631

By:

Christensen, Jens H. E.;
Lopez, Jose A.;
Rudebusch, Glenn D.

Publication type:

Article

The Manipulation Potential of Libor and Euribor.

Published in:

European Financial Management, 2017, v. 23, n. 4, p. 604, doi. 10.1111/eufm.12126

By:

Eisl, Alexander;
Jankowitsch, Rainer;
Subrahmanyam, Marti G.

Publication type:

Article

Information Transmission in the World Money Markets.

Published in:

European Financial Management, 2011, v. 17, n. 1, p. 183, doi. 10.1111/j.1468-036X.2008.00479.x

By:

Resnick, Bruce G.;
Shoesmith, Gary L.

Publication type:

Article

Drivers of intraregional M&As within developing Asia.

Published in:

Journal of the Asia Pacific Economy, 2016, v. 21, n. 1, p. 116, doi. 10.1080/13547860.2015.1053591

By:

Li, Jie;
Rajan, Ramkishen S.;
Hattari, Rabin

Publication type:

Article