The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation
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- Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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More about this item
Keywordse-MID Interbank Market; Financial Crisis; Nonparametric kernel estimation; Sovereign risk; Systemic Risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-06 (All new papers)
- NEP-BAN-2012-10-06 (Banking)
- NEP-EEC-2012-10-06 (European Economics)
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