The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
Year of publication: |
2011-12-15
|
---|---|
Authors: | Mutu, Simona ; Breşfelean, Vasile Paul ; Göndör, Mihaela |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | interbank interest rates | volatility | cointegration | structural breaks | persistence |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C13 - Estimation ; C52 - Model Evaluation and Testing ; E47 - Forecasting and Simulation |
Source: |
-
Feuerriegel, Stefan, (2015)
-
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
Joslin, Scott, (2014)
-
How related are interbank and lending interest rates? Evidence on selected EU countries
Heryan, Tomas, (2010)
- More ...
-
SUSTAINABILITY IN FISCAL POLICY IN BOOM AND RECESSION-THE CASE OF ROMANIA
GÖNDÖR, Mihaela, (2013)
-
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System
TRENCA, Ioan, (2011)
-
REGLEMENTED HARMONIZATION VS FISCAL COMPETITION IN THE FIELD OF DIRECT EUROPEAN TAXATION
GÖNDÖR, Mihaela, (2011)
- More ...