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Interest rate dynamics, interest rate expectations and the operational framework of central banks

Schmidt, Sandra - 2010

Persistent link: https://www.econbiz.de/10008655878

What explains the spread between the Euro overnight rate and the ECB's policy rate?

Linzert, Tobias; Schmidt, Sandra - In: International journal of finance & economics : IJFE 16 (2011) 3, pp. 275-289

Persistent link: https://www.econbiz.de/10009408579

What explains the spread between the euro overnight rate and the ECB's policy rate?

Linzert, Tobias; Schmidt, Sandra - 2008

We employ a time series econometric framework to explore the structural determinants of the spread between the European Overnight Rate and the ECB's Policy Rate (EONIA spread) aiming to explain the widening of the EONIA spread from mid-2004 to mid-2006. In particular, we estimate a model on the...

Persistent link: https://www.econbiz.de/10003826043

What explains the spread between the euro overnight rate and the ECB's policy rate?

Linzert, Tobias (contributor); Schmidt, Sandra (contributor) - 2007

In this paper we employ a time series econometric framework to explore the structural determinants of the spread between the euro overnight rate and the ECB's policy rate (EONIA spread) aiming to explain the widening of the EONIA spread in the period from mid-2004 to mid-2006. We mainly estimate...

Persistent link: https://www.econbiz.de/10003607705