The interday and intraday patterns of the overnight market: evidence from an electronic platform
Year of publication: |
2008
|
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Authors: | Beaupain, Renaud ; Durré, Alain |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Geldmarkt | Tagesgeldmarkt | Elektronischer Datenaustausch | Eurozone | EU-Staaten | Eurosystem's operational framework | market microstructure | Overnight money market | seasonality | tick data |
Series: | ECB Working Paper ; 988 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 598033998 [GVK] hdl:10419/153422 [Handle] RePEc:ecb:ecbwps:20080988 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E58 - Central Banks and Their Policies ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: |
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