Journal Article

What the Libor-OIS spread says


Abstract: Libor-OIS remains a barometer of fears of bank insolvency.

Keywords: Federal funds rate; Money market; Bank loans;

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File(s): File format is application/pdf http://research.stlouisfed.org/publications/es/09/ES0924.pdf

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Bibliographic Information

Provider: Federal Reserve Bank of St. Louis

Part of Series: Economic Synopses

Publication Date: 2009

Order Number: 24