The role of Eonia in the dynamics of Short-term interbank rates
Year of publication: |
2020
|
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Authors: | Vides, José Carlos ; Golpe, Antonio A. ; Iglesias, Jesús |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 67.2020, 2, p. 225-240
|
Subject: | Eonia rate | Long memory and fractional cointegration | Euribor rate | Persistence of interest rates | Permanent-transitory decomposition | Zins | Interest rate | Kointegration | Cointegration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Geldmarkt | Money market |
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