The role of the reference rate in an interbank market with imperfect information
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DOI: 10.1016/j.gfj.2017.03.005
Abstract: This study investigates the potential role of the reference rate in an interbank market where individual banks cannot fully identify the nature of underlying shocks affecting their interbank transactions. We find that the reference rate… read more here.
Keywords: reference rate; role reference; market; rate ... See more keywords