The effects of LIBOR's manipulation and discontinuation on volatility and liquidity in LIBOR futures markets.

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Bibliographic Details
Title: The effects of LIBOR's manipulation and discontinuation on volatility and liquidity in LIBOR futures markets.
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
Description
ISSN:1351847X
DOI:10.1080/1351847X.2025.2598222