Daily interbank rate determination and volatility in a banking crisis
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More about this item
Keywords
interbank interest rate; aggregate excess reserves; banking crisis; PcGets; GARCH; Dominican Republic.;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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