Estimating the money market microstructure with negative and zero interest rates
Edoardo Rainone and Francesco Vacirca
| Year of publication: |
2020
|
|---|---|
| Authors: | Rainone, Edoardo ; Vacirca, Francesco |
| Subject: | Furfine algorithm | Interbank markets | LASSO | Market microstructure | Measurement error | Negative interest rates | Payment systems | TARGET2 | Trading networks | ZLB | Geldmarkt | Money market | Marktmikrostruktur | Zins | Interest rate | Theorie | Theory | Niedrigzinspolitik | Low-interest-rate policy | Clearing | Financial clearing | Zahlungsverkehr | Payment transactions | Interbankenmarkt | Interbank market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1665703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194862