Systemic risk in the major Eurobanking markets: evidence from inter-bank offered rates

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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...

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Bibliographic Details
Main Authors:	Simpson, John, Evans, John
Format:	Journal Article
Published:	Elsevier BV, North-Holland 2005
Online Access:	http://hdl.handle.net/20.500.11937/32266

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