Behavior of Libor in the current financial crisis

Simon Kwan

FRBSF Economic Letter, 2009, issue jan23

Abstract: This Letter explores the behavior of the risk premium in Libor rates during the current crisis, considering both the credit risk portion and the liquidity risk portion.

Keywords: Interest rates; Money market (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
https://www.frbsf.org/wp-content/uploads/el2009-04.pdf (application/pdf)
https://www.frbsf.org/research-and-insights/public ... or-financial-crisis/ (text/html)
https://fraser.stlouisfed.org/files/docs/historica ... bsf_let_20090123.pdf (application/pdf)
https://fraser.stlouisfed.org/title/economic-lette ... ancial-crisis-633421

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:fip:fedfel:y:2009:i:jan23:n:2009-04

Ordering information: This journal article can be ordered from

Access Statistics for this article

More articles in FRBSF Economic Letter from Federal Reserve Bank of San Francisco Contact information at EDIRC.
Bibliographic data for series maintained by Federal Reserve Bank of San Francisco Research Library ().