Paper #496
- Títol:
- The daily market for funds in Europe: Mathematical appendix
- Autors:
- Gabriel Pérez i Hugo RodrÃguez
- 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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