Identifying Term Interbank Loans from Fedwire Payments Data
نویسندگان
چکیده
منابع مشابه
Evaluating the Quality of Fed Funds Lending Estimates Produced from Fedwire Payments Data
A number of empirical analyses of interbank lending rely on indirect inferences from individual interbank transactions extracted from payments data using algorithms. In this paper, we conduct an evaluation to assess the ability of identifying overnight U.S. fed funds activity from Fedwire® payments data. We find evidence that the estimates extracted from the data are statistically significantly...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2013
ISSN: 1556-5068
DOI: 10.2139/ssrn.2232111