Analysis of Overnight ROBOR Interbank Interest Rate Recorded in October 2008 Using a Correlational Mathematical Model

dc.contributor.author	Călinică, Ramona Mariana
dc.date.accessioned	2015-11-09T12:01:43Z
dc.date.available	2015-11-09T12:01:43Z
dc.date.issued	2013
dc.identifier.issn	1584-0409
dc.identifier.uri	http://10.11.10.50/xmlui/handle/123456789/3607
dc.description	Annals of “Dunarea de Jos” University of Galati Fascicle I. Economics and Applied Informatics	en_US
dc.description.abstract	Information about possible manipulation of the overnight Robor interbank interest rates appeared in the press in late June 2012 when the British bank Barclays was fined for manipulating Libor. Suspicion of manipulation of interest rates has not spared Romania.The purpose of this paper is to provide mathematical support persons or authorities concerned in finding out whether the overnight ROBOR reference rates from October 2008 were the result of an agreement between banks or is a natural reaction to the difficult conditions prevailing at that time, and why not, decision support to establish a intervention policies when deviations of the interbank money market parameters, in relation to a specific goal, above a certain value.	en_US
dc.language.iso	en	en_US
dc.publisher	“Dunarea de Jos” University of Galati	en_US
dc.subject	ROBOR overnight	en_US
dc.subject	Mathematical modeling	en_US
dc.title	Analysis of Overnight ROBOR Interbank Interest Rate Recorded in October 2008 Using a Correlational Mathematical Model	en_US
dc.type	Article	en_US