The implied jump risk of LIBOR rates
Article Abstract:
A study on factors affecting London interbank offered rate (LIBOR) futures is presented. The study examines the jump risk of LIBOR rates, and analyzes the importance of this jump component for pricing the derivatives. The impact of Federal Open Market Committee announcements and other macroeconomic factors on jump risk of LIBOR rates is also examined.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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The lender of last resort
Article Abstract:
A study analyzing the circumstances that govern the Central Bank's decision to become the lender of last resort, in other words help out a bank on the brink of financial collapse is presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Banking and commerce: a liquidity approach
Article Abstract:
The pros and cons of integrating banking and commerce in the United States, by utilizing 'liquidity' approach to financial intermediation, are examined.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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