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Interbank Transactions on the Intraday Frequency: -Different Market States and the Effects of the Financial Crisis-

The focus of this paper lies in the study of the intraday distribution of the number of transactions and transaction volume (absolute and mean per transaction) in the interbank credit market e-MID in different market states around the events of the financial crisis of 2007. The results show that the...

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Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 32-2019)
Main Author: Demertzidis, Anastasios
Format: Article
Language:English
Published: Philipps-Universität Marburg 2019
Subjects:
e-MID
Wirtschaft
financial crisis
Interbank credit market
intraday frequency
Economics
Online Access:PDF Full Text
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