The daily market for funds in Europe: Mathematical appendix

This paper includes the derivations of the main expressions in the paper ``The Daily Market for Funds in Europe: Has Something Changed With the EMU?'' by G. Pérez Quirós and H. Rodríguez Mendizábal.

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Year of publication:	2000-07
Authors:	Pérez, Gabriel ; Rodríguez, Hugo
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Overnight rates \| reserve demand \| martingale hypothesis

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Classification:	E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005772504