Liquidity management and overnight rate calendar effects: Evidence from German banks. Fecht, F., Nyborg, K. G., & Rocholl, J. The North American Journal of Economics and Finance, 19(1):7--21, March, 2008.
Liquidity management and overnight rate calendar effects: Evidence from German banks [link]Paper  doi  bibtex   
@article{ fecht_liquidity_2008,
  title = {Liquidity management and overnight rate calendar effects: Evidence from German banks},
  volume = {19},
  issn = {10629408},
  shorttitle = {Liquidity management and overnight rate calendar effects},
  url = {http://linkinghub.elsevier.com/retrieve/pii/S1062940807000472},
  doi = {10.1016/j.najef.2007.09.003},
  number = {1},
  urldate = {2013-08-19},
  journal = {The North American Journal of Economics and Finance},
  author = {Fecht, Falko and Nyborg, Kjell G. and Rocholl, Jörg},
  month = {March},
  year = {2008},
  pages = {7--21}
}

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