The European money market: from Eonia to €STR

Giannetti, Veronica (A.A. 2022/2023) The European money market: from Eonia to €STR. Tesi di Laurea in Money and banking, Luiss Guido Carli, relatore Paolo Paesani, pp. 56. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Money markets. Money markets: their functions and instruments. The euro money market today. Frictions in the money market and monetary policy. Overnight index swaps. European interest rate benchmarks. Interest rate benchmarks. EONIA-euro overnight index average. The criticalities with EONIA: the working group on free-risk rates. Transiton from EONIA to €STR. Differences and advantages of €STR against EONIA. €STR broader scope beyond interbank rate.

References

Bibliografia: pp. 52-56.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Money and banking
Thesis Supervisor: Paesani, Paolo
Academic Year: 2022/2023
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 31 Oct 2023 09:54
Last Modified: 31 Oct 2023 09:54
URI: https://tesi.luiss.it/id/eprint/36790

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