Jin Cui

Monash University

Wellington Road

Victoria, Roodepoort 3145

Australia

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Scholarly Papers (1)

1.

What Drives the Libor-OIS Spread? Evidence from Five Major Currency Libor-OIS Spreads

Number of pages: 36 Posted: 11 Nov 2012
Monash University, Monash University - Department of Accounting and Monash University
Downloads 385 (48,224)

Abstract:

subprime crisis, Libor-OIS spreads, Libor-OIS spreads determinants, credit risk, liquidity risk, banking system risk