Interest rate expectations and uncertainty during ECB Governing Council days : evidence from intraday implied densities of 3-month EURIBOR
Olivier Vergote; Josep Maria Puigvert Gutiérrez
| Year of publication: |
2012
|
|---|---|
| Authors: | Vergote, Olivier ; Puigvert Gutiérrez, Josep Maria |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 10, p. 2804-2823
|
| Subject: | Zins | Interest rate | EU-Staaten | EU countries | Risiko | Risk | Geldpolitik | Monetary policy | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673241