Improving overnight loan identification in payments systems
Mark Rempel
| Year of publication: |
March-April 2016
|
|---|---|
| Authors: | Rempel, Mark |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 2/3, p. 548-564
|
| Subject: | interbank loan markets | Furfine algorithm | false discovery rates | permutation testing | k-nearest neighbors | Geldmarkt | Money market | Statistischer Test | Statistical test | Interbankenmarkt | Interbank market | Zahlungsverkehr | Payment system |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011516604