Do central bank liquidity facilities affect interbank lending rates?
JHE Christensen, JA Lopez… - Journal of Business & …, 2014 - Taylor & Francis
In response to the global financial crisis that started in August 2007, central banks provided
extraordinary amounts of liquidity to the financial system. To investigate the effect of central …
extraordinary amounts of liquidity to the financial system. To investigate the effect of central …
The microstructure of the us treasury market
This article discusses the microstructure of the US Treasury securities market. Treasury
securities are nominally riskless debt instruments issued by the US government …
securities are nominally riskless debt instruments issued by the US government …
[HTML][HTML] Month-End Regularities in the Overnight Bank Funding Markets
AS Baig, DB Winters - Journal of Risk and Financial Management, 2021 - mdpi.com
The money market rates in the United States exhibit various calendar patterns that are
grounded in institutional and regulatory factors. In this paper, we document a new regularity …
grounded in institutional and regulatory factors. In this paper, we document a new regularity …
A preferred habitat for liquidity in term repos: Before, during and after the financial crisis
A Baig, DB Winters - Journal of Economics and Business, 2018 - Elsevier
The money market rates in the United States have exhibited a year-end effect consistent with
the preferred habitat for liquidity. We revisit the year-end preferred habitat for liquidity using …
the preferred habitat for liquidity. We revisit the year-end preferred habitat for liquidity using …
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
K Bachmair - Available at SSRN 4342021, 2023 - papers.ssrn.com
In 2008, first suspicions arose that the London Interbank Offered Rate (LIBOR) had been
systematically manipulated by financial institutions involved with its fixing; in June 2012 …
systematically manipulated by financial institutions involved with its fixing; in June 2012 …
[PDF][PDF] The systematic and idiosyncratic modules of bankruptcy risk
D Parnes - The Journal of Credit Risk, 2009 - academia.edu
Many studies have explored the idiosyncratic and systematic factors of bankruptcy, yet there
is no agreement on the precise degree of these modules. This study reveals to what extent …
is no agreement on the precise degree of these modules. This study reveals to what extent …
[PDF][PDF] Document Details
TR No, L Ref, S Gregory - 2021 - shropscommunityhealth.nhs.uk
Document Details Title End Of Life Diabetes Care: Clinical Care recommendations. 3rd edition
March 2018- commissioned by Diabet Page 1 Document Details Title End Of Life Diabetes …
March 2018- commissioned by Diabet Page 1 Document Details Title End Of Life Diabetes …
[PDF][PDF] The Probability Distribution of Bankruptcy upon New Debt Issuances
D Parnes - International Journal of Economics and …, 2013 - pdfs.semanticscholar.org
This study theoretically examines the probability distribution of corporate bankruptcy upon
new debt issuances. We develop a relatively simple Markov model with three feasible …
new debt issuances. We develop a relatively simple Markov model with three feasible …
[PDF][PDF] LIBOR AND THE GLOBAL HOUSING MARKET
AM Parhizgari - Citeseer
London Interbank Offer Rate (LIBOR) is the most widely-established base interest rate in
today's global economy. It is purely market driven, and it moves in response to changes in …
today's global economy. It is purely market driven, and it moves in response to changes in …
Liquidity Money Issues Markets in the
This paper examines issues in liquidity for money market instruments. Starting with federal
funds reserves and then proceeding to repurchase agreements, bankers' acceptances, and …
funds reserves and then proceeding to repurchase agreements, bankers' acceptances, and …