The role of Eonia in the dynamics of Short-term interbank rates
José Carlos Vides, Antonio A. Golpe, Jesús Iglesias
| Year of publication: |
2020
|
|---|---|
| Authors: | Vides, José Carlos ; Golpe, Antonio A. ; Iglesias, Jesús |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 67.2020, 2, p. 225-240
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| Subject: | Eonia rate | Long memory and fractional cointegration | Euribor rate | Persistence of interest rates | Permanent-transitory decomposition | Zins | Interest rate | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Zinsstruktur | Yield curve | Geldmarkt | Money market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2298/PAN171004018C [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012241189