The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times
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- Ronald Heijmans & Lola Hernández & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers 374, Netherlands Central Bank, Research Department.
- Ronald Heijmans & Richard Heuver & Zion Gorgi, 2016. "How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?," DNB Working Papers 504, Netherlands Central Bank, Research Department.
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More about this item
Keywordsliquidity management; Microstructure; Open market operations; Simulation;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- 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-ALL-2010-10-09 (All new papers)
- NEP-BAN-2010-10-09 (Banking)
- NEP-CBA-2010-10-09 (Central Banking)
- NEP-CMP-2010-10-09 (Computational Economics)
- NEP-EEC-2010-10-09 (European Economics)
- NEP-MAC-2010-10-09 (Macroeconomics)
- NEP-MON-2010-10-09 (Monetary Economics)
- NEP-MST-2010-10-09 (Market Microstructure)
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