Liquidity risk premia in unsecured interbank money markets
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More about this item
Keywords2007/2008 financial market turmoil; interbank money markets; liquidity premium; unsecured lending;
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2009-03-28 (European Economics)
- NEP-EEC-2009-08-08 (European Economics)
- NEP-FMK-2009-08-08 (Financial Markets)
- NEP-MAC-2009-08-08 (Macroeconomics)
- NEP-MON-2009-03-28 (Monetary Economics)
- NEP-MON-2009-08-08 (Monetary Economics)
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