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Repeating Christmas jump in LIBOR
Background: London Interbank Offered Rate (LIBOR) exists since 1986 as a benchmark interest rate. Methods: Using two-layer linear regression method, we found a pattern of shortterm nature in LIBOR behaviour. Results: To wit, 2-month LIBOR experiences a jump after Xmas for the last two decades. The d...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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F1000 Research Limited
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10403742/ https://www.ncbi.nlm.nih.gov/pubmed/37547625 http://dx.doi.org/10.12688/f1000research.26024.2 |