The intraday price of money: evidence from the e-MID market
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Keywordsintraday interest rate; overnight interbank loans; money market.;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-CBA-2005-07-25 (Central Banking)
- NEP-MAC-2005-07-25 (Macroeconomics)
- NEP-MON-2005-07-25 (Monetary Economics)
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