Publikationsserver
Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID
This paper introduces a major novelty: the empirical estimation of spot intraday yield curves based on tick-by-tick data on the Italian electronic interbank credit market (e-MID). To analyze the consequences of the recent financial crisis, we split the data into four periods, which include events be...
Bewaard in:
| Gepubliceerd in: | MAGKS - Joint Discussion Paper Series in Economics (Band 49-2016) |
|---|---|
| Hoofdauteurs: | , |
| Formaat: | Artikel |
| Taal: | Engels |
| Gepubliceerd in: |
Philipps-Universität Marburg
2016
|
| Onderwerpen: | |
| Online toegang: | PDF Full text |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|
Internet
PDF Full text| Plaatsingsnummer: |
urn:nbn:de:hebis:04-es2024-05374 |
|---|---|
| Publicatiedatum: |
2024-01-19 |
| Downloads: |
45 (2024) |
| Lizenz: |
https://creativecommons.org/publicdomain/mark/1.0 |
| URL naar item: |
https://archiv.ub.uni-marburg.de/es/2024/0537 https://doi.org/10.17192/es2024.0537 |