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This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …
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This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …
Persistent link: https://www.econbiz.de/10003937257
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We analyze the impact of the recent financial market crisis on the Euro Overnight Index Average (EONIA) and interbank … use panel data covering liquidity data of 82 Euro Area commercial banks for the period 03/2003 - 07/2007. With the …
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