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The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation. (2012). Olmo, Jose ; Iori, Giulia ; Kapar, B..
In: Working Papers.
RePEc:cty:dpaper:12/03.

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Cites: 21

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  1. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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  2. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201839.

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  3. Intraday volatility, trading volume and trading intensity in the interbank market e-MID. (2016). Jeleskovic, Vahidin ; Engler, Markus .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201648.

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  4. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Saroyan, Susanna ; Brossard, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01293693.

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  5. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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  6. Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:014080.

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  7. Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge.
    In: Borradores de Economia.
    RePEc:bdr:borrec:917.

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  8. Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso.
    In: Papers.
    RePEc:arx:papers:1402.3688.

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References

References cited by this document

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Cocites

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  8. Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge.
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