Maybe this is the wrong board, if so could someone advice me which other forums to use? Posting this question on quantnet seems also odd.
Anyway:
Why is there spread between LIBOR EUR and LIBOR USD? How could I explain this? How could I monetize/trade on this spread? Would carry trades be suitable?
Also why should someone use EURIBOR instead of LIBOR EUR rates?
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LIBOR EUR doesn't exist anymore, but it covered smaller number of banks. Spread cus those are different currencies and different economies/central bank policies. You can trade the spread with STIR futures. If by carry trade you mean FX fwds, the 1 year rates are essentially the same, so there is no carry. If by carry you mean receiving fixed USD and paying fixed EUR with swaps, you (currently) get 60-100 bps carry on 3-5y maturities (and benefit from roll-down), but not that amazing either.
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