Estimating the money market microstructure with negative and zero interest rates (Q5121490)
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scientific article; zbMATH DE number 7246976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the money market microstructure with negative and zero interest rates |
scientific article; zbMATH DE number 7246976 |
Statements
Estimating the money market microstructure with negative and zero interest rates (English)
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14 September 2020
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negative interest rates
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market microstructure
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interbank markets
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payment systems
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TARGET2
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trading networks
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Furfine algorithm
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measurement error
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LASSO
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