LONDON, Nov 22 (Reuters) - A sudden jump in the European Central Bank's new ESTR overnight interest rate this week was triggered by French banks bidding for extra cash as part of contingency tests, ...
The interaction test for 2 × 2 × t contingency tables of Zelen (1971) is extended to 2 × s × t tables. This test is related to the tests of partial association, or `main effect', of Birch (1965) and ...
A test based on the maximum adjusted residual from multinomial models, namely, the M test, is proposed. Sharp bounds on its critical values are provided for the multinomial case, while for the two-way ...
A sudden jump in the European Central Bank's new ESTR interest rate benchmark this week was triggered by French banks bidding for extra cash as part of contingency tests, two sources familiar with the ...