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European Central Bank “Nonlinear Liquidity Adjustments in the Euro Area

By Renaud Beaupain, Alain Durre, Overnight Money Market, Renaud Beaupain and Alain Durré

Abstract

www.bundesbank.de Nonlinear liquidity adjustments in the euro area overnight money market

Topics: Overnight money market, market microstructure, transaction costs, price impact, resiliency, financial turmoil
Year: 2010
OAI identifier: oai:CiteSeerX.psu:10.1.1.173.2163
Provided by: CiteSeerX
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