English, Article, Journal or magazine article edition: The Daily Market for Funds in Europe: Mathematical Appendix Gabriel Pérez; Hugo Rodríguez

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Bookmark: http://trove.nla.gov.au/version/154622
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Daily Market for Funds in Europe: Mathematical Appendix
Author
  • Gabriel Pérez
  • Hugo Rodríguez
Physical Description
  • preprint
Notes
  • This paper includes the derivations of the main expressions in the paper ``The Daily Market for Funds in Europe: Has Something Changed With the EMU?'' by G. Pérez Quirós and H. Rodríguez Mendizábal.
  • Overnight rates, reserve demand, martingale hypothesis
  • RePEc:upf:upfgen:496
Language
  • English
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