Detection of Manipulation of Inter-Bank Overnight Rate using Euclidean Based Time Series Cluster Analysis
The interbank offered rate (IBOR) is the interest rate at which banks can borrow funds from other banks in the interbank market. It is also used as the benchmark upon which rates or financial contracts for less preferred borrowers are based. In the light of the recent London IBOR (LIBOR) manipulatio...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/2177 http://dx.doi.org/10.1504/IJPMB.2014.060408 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |