Title:

Libor Manipulation?

Authors:

Rosa Abrantes-Metz (New York U)
Michael Kraten (Providence Col)
Albert D. Metz (Moody's Investors Service, New York, NY)
Gim S. Seow (U Connecticut)

Journal:

Journal of Banking and Finance

Year:

2011

Volume:

36

Pages:

136-150

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages