Libor at crossroads: Stochastic switching detection using information theory quantifiers
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ara0001">28 time series of Libor rates, classified in seven maturities and four currencies, during the last 14 years, were considered.

ara0002">The analysis was performed using a novel technique in financial economics: the Complexity–Entropy Causality Plane.

ara0003">Our analysis unveils an abnormal movement of Libor time series around the period of the 2007 financial crisis.

ara0004">This alteration in the stochastic dynamics of Libor is contemporary of what press called “Libor scandal”.

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