Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "furfine"
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Inferring Interbank Loans and Interest Rates from Interbank Payments - an Evaluation
(Working Papers;26/2013, Working paper, 2013)We investigate whether overnight interbank loans and interest rates can be reliably inferred at the market and bank level from central banks' interbank payments data. We identify overnight loans and interest rates among ...