Concepedia

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

Luca Arciero, Ronald Heijmans, Richard Heuver, Marco Massarenti, Cristina Picillo, Francesco Vacirca

SSRN Electronic Journal · 2014 · 19 citations · 12 references

DOIFull text

Open access

Concepts

References

12

The Microstructure of the Federal Funds Market

Craig Furfine · Financial Markets Institutions and Instruments · 1999 · 318 citations

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Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

Florian Heider, Marie Hoerova, Cornelia Holthausen · SSRN Electronic Journal · 2009 · 265 citations · Full text

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Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

Florian Heider, Marie Hoerova, Cornelia Holthausen · SSRN Electronic Journal · 2009 · 241 citations · Full text

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Interbank Overnight Interest Rates - Gains from Systemic Importance

Q. Farooq Akram, Casper Christophersen · SSRN Electronic Journal · 2010 · 46 citations · Full text

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Monitoring the Unsecured Interbank Money Market Using Target2 Data

Ronald Heijmans, Richard Heuver, Daniëlle Walraven · SSRN Electronic Journal · 2010 · 40 citations · Full text

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