How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data-Reference-Cited by-同舟云学术

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How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arciero Luca,Heijmans Ronald,Heuver Richard,Massarenti Marco,Picillo Cristina,Vacirca Francesco

Publisher

Elsevier BV

Reference19 articles.

1. Assessing the quality of Furfine-Based algorithms;O Armantier;Staff Report,2012

2. Quarterly review. Technical report, Bank for International Settlements;BIS,2012

3. The impact of the financial crisis on inter-bank funding: evidence from italian balance sheet data;G Cappelletti;Questioni di Economia e Finanza (Occasional Papers) 95, Bank of Italy,2011

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2. Intermediation in the Interbank Lending Market;Working paper (Federal Reserve Bank of Cleveland);2020-03-05

3. Identification of Interbank Loans and Interest Rates from Interbank Payments - A Reliability Assessment;SSRN Electronic Journal;2018

4. A Comparison of Libor to Other Measures of Bank Borrowing Costs;SSRN Electronic Journal;2018

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