Question: Where can I find a times series of the London Interbank Offered Rate - LIBOR?

Answer


LIBOR stands for the London interbank offered rate.  The interest rate at which banks offer to lend funds to one another in the international interbank market.  A time series tracks the movement of certain chosen data points and can be useful to see how a given asset, security or economic variable changes over time or compares to other economic variables.  

Go to the Virtual Business Library's Economic and Statistical Information section for links to useful resources including the following suggested resource. 

Data-Planet Statistical Datasets: Go to quick search and enter LIBOR or go to Browse by Subject, Banking, Finance and Insurance, LIBOR. Data goes back to 1999.

You may also want to consult the following:

Intercontinental Exchange Benchmark Administration is responsible for the administration of LIBOR.  The website is www.theice.com/iba/jhtml

Federal Reserve’s FRED Economic Data website, Money Banking and Finance, Interest Rates, LIBOR.

 

 

Answered By: Business Librarians
Last Updated: Jul 18, 2018Views:

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