Eszter Makay

Magyar Nemzeti Bank

Szabadsag ter 8-9

Budapest , H-1850

Hungary

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Scholarly Papers (1)

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Analysis Methodology of Interbank Reference Rates − International Trends and the Results of the First Hungarian Annual Statistical Analysis for 2014

Financial Economic Review, Vol. 14. Issue 2. pp. 62-88, 2015
Number of pages: 27 Posted: 06 Apr 2016
Dániel Horváth and Eszter Makay
Magyar Nemzeti Bank and Magyar Nemzeti Bank
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Abstract:

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BUBOR, reference rate, LIBOR, cluster analysis, structural breaks