The effects of LIBOR's manipulation and discontinuation on volatility and liquidity in LIBOR futures markets.
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| Title: | The effects of LIBOR's manipulation and discontinuation on volatility and liquidity in LIBOR futures markets. |
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| Authors: | Bachmair, Kilian1 (AUTHOR) kb686@cam.ac.uk |
| Source: | European Journal of Finance. Jan2026, Vol. 32 Issue 1, p120-140. 21p. |
| Database: | Business Source Ultimate |
| ISSN: | 1351847X |
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| DOI: | 10.1080/1351847X.2025.2598222 |