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Akademický článek

The impact of the COVID-19 pandemic on the household deposits volume: The case of Slovenia

Publikováno v: Economic Horizons, Vol 25, Iss 2, Pp 165-177 (2023)

In this paper, the impact of the COVID-19 pandemic on the savings of Slovenian households in banks is explored. For this purpose, an econometric model is developed and the macroeconomic variables exerting a statistically significant impact on househo

Externí odkaz: https://doaj.org/article/738811170b304fcc9b94d5cd5c371620

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Akademický článek

Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model

Autor: Gubareva, Mariya

Publikováno v: Journal of Financial Economic Policy, 2021, Vol. 13, Issue 6, pp. 686-697.

Externí odkaz: http://www.emeraldinsight.com/doi/10.1108/JFEP-07-2020-0151

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Akademický článek

Moving from IBORs to Alternative Risk Free Rates

Autor: Marco Bianchetti, Umberto Cherubini, Veronica Falco

Publikováno v: Risk Management Magazine, Vol 16, Iss 1, Pp 14-18 (2021)

In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is a reduced version of a position paper publish

Externí odkaz: https://doaj.org/article/7aec3e53a41d47a5a6439fa779e6e8ec

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Akademický článek

The role of Eonia in the dynamics of short-term interbank rates

Autor: Vides José Carlos, Golpe Antonio A., Iglesias Jesús

Publikováno v: Panoeconomicus, Vol 67, Iss 2, Pp 225-240 (2020)

To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) model, aiming to analyse the expectations hypothesis of term structure (EHTS), persistence in the Euro OverNight Index Average (Eo

Externí odkaz: https://doaj.org/article/bfbff76216ab4835b60daa77c21a0fe6

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Akademický článek

Interbank overnight rate determinants

Autor: Kožul Nataša

Publikováno v: Bankarstvo, Vol 44, Iss 2, Pp 34-45 (2015)

Reserve requirement is a regulation of most world's central banks, whereby commercial banks must hold a certain fraction of customer deposits in reserves, either deposited at the central bank or in the bank vaults. While these reserves are calculated

Externí odkaz: https://doaj.org/article/b985a48461a14fa9816aa646a0afa764

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Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model

Autor: Mariya Gubareva

Publikováno v: Journal of Financial Economic Policy. 13:686-697

Purpose The purpose of this paper is to present an empirical analysis of the European Central Bank (ECB) deposit rate dynamics during 2014–2020, attempting to answer how deep could be cut further this rate without causing persistent yield curve inv

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b5ff18586a644665a91b0c02afddf2b9
https://doi.org/10.1108/jfep-07-2020-0151

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Akademický článek

The information content of Eonia swap rates before and during the financial crisis

Autor: Hernandis, Lucía ^a, Torró, Hipòlit ^{b, ⁎}

Publikováno v: In Journal of Banking and Finance December 2013 37(12):5316-5328

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The role of Eonia in the dynamics of short-term interbank rates

Autor: Jesús Iglesias Garrido, José Carlos Vides, Antonio A. Golpe

Publikováno v: Panoeconomicus, Vol 67, Iss 2, Pp 225-240 (2020)
Arias Montano. Repositorio Institucional de la Universidad de Huelva
instname
idUS. Depósito de Investigación de la Universidad de Sevilla
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::379487f1f3b2873f15b655d19d998a2c
http://www.doiserbia.nb.rs/img/doi/1452-595X/2020/1452-595X1900018C.pdf

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