Manipulation Incentives in Interest Rate Fixings: An Analysis of Libor and Euribor


Type Research Project

Funding Bodies
  • Inquire Europe

Duration April 19, 2013 - Sept. 1, 2014

  • Institute for Finance, Banking and Insurance IN (Details)

Tags

Press 'enter' for creating the tag
  • Eisl, Alexander (Details) Project Head
  • Jankowitsch, Rainer (Details) Project Head

Partners

  • New York University - United States/USA

Publications

Journal article

2017 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G. 2017. The Manipulation Potential of Libor and Euribor. European Financial Management 23 (4), 604-647. (Details)