Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London
收藏NBER2011-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16962
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资源简介：
This paper explores how international money markets reflected credit and liquidity risks during the global financial crisis. After matching the currency denomination, we investigate how the Tokyo Interbank Offered Rate (TIBOR) was synchronized with the London Interbank Offered Rate (LIBOR)
提供机构：
美国国家经济研究局
创建时间：
2011-04-01
