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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

Abstract: 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)
Date: 2000-07
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:496

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