What's Behind The LIBOR-Overnight Index Swap Spread?


	What's Behind The LIBOR-Overnight Index Swap Spread?

Forbes Markets

6-2-2008 3:04 PM

1900 views

tags:

credit crisis, investment banking

Forbes Markets says:

Quite some conspiracy theory.

That said the LIBOR-OIS spread persists when it shouldn't do. So there needs to be some explanation.

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