Euro money market spreads during the 2007-? financial crisis
Year of publication: |
2012
|
---|---|
Authors: | Cassola, Nuno ; Morana, Claudio |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | credit/liquidity risk | fractionally integrated heteroskedastic factor vector autoregressive model | money market interest rates |
Series: | ECB Working Paper ; 1437 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751896217 [GVK] hdl:10419/153870 [Handle] RePEc:ecb:ecbwps:20121437 [RePEc] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E58 - Central Banks and Their Policies ; G15 - International Financial Markets |
Source: |
-
Euro money market spreads during the 2007–? financial crisis
Cassola, Nuno, (2012)
-
The 2007-? financial crisis: a money market perspective
Cassola, Nuno, (2010)
-
Euro money market spreads during the 2007-? financial crisis
Cassola, Nuno, (2012)
- More ...
-
Monetary policy and the stock market in the euro area
Cassola, Nuno, (2002)
-
Volatility of interest rates in the euro area: evidence from high frequency data
Cassola, Nuno, (2003)
-
Comovements in volatility in the euro money market
Cassola, Nuno, (2006)
- More ...