LIBOR: Origins, Economics, Crisis, Scandal, and Reform

A model of liquidity hoarding and term premia in inter-bank markets

Viral V. Acharya, David R. Skeie · Journal of Monetary Economics · 2011 · 236 citations

Business, Economics, Finance +17

The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate

SSRN Electronic Journal · 2008 · 223 citations · Full text

Social Sciences, Economics, Finance +13

Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads

Krista Schwarz · SSRN Electronic Journal · 2010 · 191 citations · Full text

Business, Economics, Finance +17

Libor manipulation?

Rosa M. Abrantes-Metz, Michael Kraten, Albert Metz et al. · Journal of Banking & Finance · 2011 · 158 citations

Understanding liquidity and credit risks in the financial crisis

Deborah Gefang, Gary Koop, Simon Potter · Journal of Empirical Finance · 2011 · 80 citations

Business, Economics, Finance +14