Gabbi, G.; Germano, G.; Hatzopoulos, V.; Iori, G.; … - Department of Economics, City University - 2012
We present an empirical analysis of the European electronic interbank market of overnight lending (e-MID) during the years 1999–2009. The main goal of the paper is to explain the observed changes of the cross-sectional dispersion of lending/borrowing conditions before, during and after the...
