Systemic risk in the major Eurobanking markets: evidence from inter-bank offered rates
In Eurobanking, the London Interbank Offered Rate is often assumed to be the reference rate for Eurocurrency loan transactions. A debate continues as to whether or not dominance by London is evident through the movements in interbank offered rates and whether any adverse shocks experienced there are...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Elsevier BV, North-Holland
2005
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| Online Access: | http://hdl.handle.net/20.500.11937/32266 |