Robust Benchmark Design
收藏NBER2014-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w20540
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资源简介：
Recent scandals over the manipulation of LIBOR, foreign exchange benchmarks, and other financial benchmarks have spurred policy discussions over their appropriate design. We characterize the optimal fixing of a benchmark as an estimator of a market value or reference rate. The fixing data are the
提供机构：
美国国家经济研究局创建时间：
2014-10-01
