I was reading on the topic, and would like to be sure that my understanding is correct. For the benchmark I would consider American banking system as I've mostly used sources such as FRS and Federal ...
I am currently trying to do a study in the interbank lending market, i plan to fit a DCC model to model them, these series below is taken from ...
Most widely used Interbank Rates are LIBOR, EURIBOR. Then I read online on SIBOR (Singapore). It says Canda, US are following LIBOR as well. So for Australia, is there a dedicated interbank rate like ...
I took EU market rates here: https://www.banque-france.fr/en/economics-statistics/rates/main-euro-area-interbank-market-rates.html As you can see (Eonia 05/13/1999 for example) there is non defined ...
I have a time series of the three month interbank rate each month and I suppose that the rate is has yearly frequency. I need these interbank rates to be on a monthly basis because I want to us these ...
I understand that BBSW is the reference rate for financial instruments while AUD LIBOR is the interbank rate benchmark. However, since AUD LIBOR has been discontinued due to the rigging scandal, can ...