THE VILIBOR–EURIBOR SPREAD DYNAMICS DURING THE RECENT FINANCIAL CRISIS

This article deals with the influence of the international financial crisis on the Lithuanian interbank market interest rates. Specifically, VILIBOR–EURIBOR spread dynamics over the period from the beginning of 2005 until the end of 2010 is analysed. The objective of the study was to estimate and de...

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Bibliographic Details
Main Author: Vytenis Lapinskas
Format: Article
Language:English
Published: Vilnius University Press 2011-01-01
Series:Ekonomika
Online Access:https://www.journals.vu.lt/ekonomika/article/view/922