Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Marco, Massarenti"'
Autor:
Marco Massarenti
Trade repositories are market infrastructures collecting and maintaining the records of over-the-counter (OTC) derivatives transactions for a large number of asset classes. They have been under the spotlight since the G20 meeting in Pittsburgh and ha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5c1d353a40f6b9f22bb50ddb020b8b7
https://doi.org/10.4018/978-1-4666-8745-5.ch018
https://doi.org/10.4018/978-1-4666-8745-5.ch018
Publikováno v:
The Journal of Financial Market Infrastructures. 1:3-24
Autor:
Cristina Picillo, Richard Heuver, Marco Massarenti, Francesco Vacirca, Luca Arciero, Ronald Heijmans
This paper develops a methodology, based on Furfine (1999), to identify unsecured interbank money market loans from transaction data of the most important euro processing payment system, TARGET2, for maturity ranging from one day (overnight) up to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ae006280d7175cbae30ac9da97c0e40
http://www.bancaditalia.it/pubblicazioni/qef/2014-0215/QEF_215.pdf
http://www.bancaditalia.it/pubblicazioni/qef/2014-0215/QEF_215.pdf