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The role of securitization in bank liquidity and funding management

โœ Scribed by Elena Loutskina


Book ID
113711347
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
649 KB
Volume
100
Category
Article
ISSN
0304-405X

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## Abstract The main focus of this paper is to model the daily series of banknotes in circulation. The series of banknotes in circulation displays very marked seasonal patterns. To the best of our knowledge the empirical performance of two competing approaches to model seasonality in daily time ser