Leveraging AI to uncover the effects of pivotal moments in the LIBOR framework and its evolution on the banking sector

NidhalZiadi Ellouze () and Nesrine Gafsi ()

International Journal of Innovative Research and Scientific Studies, 2025, vol. 8, issue 2, 886-896

Abstract: This study aims to investigate the impact of significant events related to the London Interbank Offered Rate (LIBOR) scandal and its transition on the U.S. banking sector. The research utilizes multiple linear regression analysis to assess the relationship between the Dow Jones United States Banks Index and various financial variables, including LIBOR rates, gold prices, and the Volatility Index. The analysis covers data from May 2010 to September 2020, processed using Python. The results indicate that LIBOR rates significantly influence the Dow Jones United States Banks Index, particularly during the periods surrounding the LIBOR scandal and its subsequent discontinuation. The findings highlight LIBOR's critical role in shaping the performance of the banking sector during tumultuous events. Insights from this study provide valuable guidance for financial analysts and policymakers in understanding the dynamics between interest rates and banking sector stability.

Keywords: Dow Jones United States Banks Index; Financial Markets; Fintech LIBOR; Performance; U.S. Banking Sector. (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ijirss.com/index.php/ijirss/article/view/5388/898 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aac:ijirss:v:8:y:2025:i:2:p:886-896:id:5388

Access Statistics for this article

International Journal of Innovative Research and Scientific Studies is currently edited by Natalie Jean

More articles in International Journal of Innovative Research and Scientific Studies from Innovative Research Publishing
Bibliographic data for series maintained by Natalie Jean ().