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

CEIC: Contains time series data for the LIBOR.

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:

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

Intercontinental Exchange Benchmark Administration is responsible for the administration of LIBOR.  

 

 

Answered By: Business Librarians
Last Updated: Mar 15, 2022Views:

Related Topics

Contact Us

JavaScript disabled or chat unavailable.

Visit a reference desk
Make an appointment       
Email         
Text (NY): 646-265-1342     

Call
New York: +1 212-998-2500
Abu Dhabi: +971 02-628-5544
Shanghai: +86 (21) 2059-5614