Libor Manipulation?
Rosa Abrantes-Metz,
Michael Kraten,
Albert D. Metz,
Gim S. Seow
Journal of Banking and Finance,
vol. 36, 2011, p. 136-150.
Tracking the Libor Rate
Rosa Abrantes-Metz,
Sofia Villas-Boas,
George Judge
Applied Economics Letters,
vol. 18, 2011, p. 893-899.
A Variance Screen for Collusion
Rosa Abrantes-Metz,
Luke Froeb,
John Geweke,
Christopher Taylor
International Journal of Industrial Organization,
vol. 24, 2006, p. 467-486.