Journal Article
Behavior of Libor in the current financial crisis
Abstract: This Letter explores the behavior of the risk premium in Libor rates during the current crisis, considering both the credit risk portion and the liquidity risk portion.
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File(s): File format is application/pdf https://www.frbsf.org/wp-content/uploads/el2009-04.pdf
File(s): File format is text/html https://www.frbsf.org/research-and-insights/publications/economic-letter/2009/01/libor-financial-crisis/
File(s): File format is application/pdf https://fraser.stlouisfed.org/files/docs/historical/frbsf/frbsf_let/frbsf_let_20090123.pdf
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Bibliographic Information
Provider: Federal Reserve Bank of San Francisco
Part of Series: FRBSF Economic Letter
Publication Date: 2009
Order Number: 04