The daily market for funds in Europe: Mathematical appendix
Gabriel Perez Quiros and
Hugo Rodriguez Mendizabal ()
Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra
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.
Keywords: Overnight rates; reserve demand; martingale hypothesis (search for similar items in EconPapers)
JEL-codes: E44 E52 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:496
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