SPEI's diary : econometric analysis of a dynamic network
Miguel Angel Gavilan-Rubio and Biliana Alexandrova-Kabadjova
| Year of publication: |
December-March 2017/18
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| Authors: | Gavilan-Rubio, Miguel Angel ; Alexandrova-Kabadjova, Biliana |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 6.2017/2018, 2/3, p. 93-119
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| Subject: | large-value payment system (LVPS) | factor models | time-varying coefficients factor-augmented vector autoregressive (TVC-FAVAR) | real-time gross settlement (RTGS) system | liquidity management | bank-funding patterns | Zahlungsverkehr | Payment transactions | Theorie | Theory | Bankenliquidität | Bank liquidity | Clearing | Financial clearing | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JFMI.2018.090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011912389