On This Topic
-
The Fix is In: Detecting Portfolio Driven Manipulation of the LIBOR
-
-
Does the LIBOR Reflect Banks’ Borrowing Costs?
-
-
The lessons from LIBOR for detection and deterrence of cartel wrongdoing
As news is unfolding, information will be constantly updated. Please check back with us for the court decisions on the scandal and our expert’s point of view!
To help inform our readers on the background of LIBOR, we include the following commentary:
The scam busters – How antitrust economists are getting better at spotting cartels (The Economist, December 15, 2012)
In a 2011 paper Rosa Abrantes-Metz of New York University’s Stern School of Business and Sofia Villas-Boas and George Judge of the University of California, Berkeley, examined LIBOR data over rolling six-month windows, and found that LIBOR was far likelier than another benchmark interest rate to depart from Benford patterns, patterns used to identify dodgy prices and counterin
