1. How to measure the unsecured money market? the Eurosystem's implementation and validation using TARGET2 data;Luca Arciero;Occasional Paper,2014
2. Challenges in identifying interbank loans;Olivier Armantier;Economic Policy Review,2015
3. Across-the-curve credit spread indices;Antje Berndt;Financial Markets, Institutions and Instruments,2023
4. Interbank lending with benchmark rates: Pareto optima for a class of singular control games;Rama Cont;Mathematical Finance,2021
5. Bank Funding Risk, Reference Rates, and Credit Supply