• Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market 

      Jurgilas, Marius; Žikeš, Filip (Working Papers;9/2013, Working paper, 2013)
      This paper estimates the intraday value of money implicit in the UK unsecured overnight money market. Using transactions data on overnight loans advanced through the UK large value payments system CHAPS in 2003-2009, we ...