Paper #496

Títol:

The daily market for funds in Europe: Mathematical appendix

Autors:

Gabriel Pérez i Hugo Rodríguez

Data:

Juliol 2000

Resum:

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.

Paraules clau:

Overnight rates, reserve demand, martingale hypothesis

Codis JEL:

E44, E52

Àrea de Recerca:

Macroeconomia i Economia Internacional

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