Monetary policy implementation and overnight rate persistence
Year of publication: |
2011
|
---|---|
Authors: | Nautz, Dieter ; Scheithauer, Jan |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 30.2011, 7, p. 1375-1386
|
Publisher: |
Elsevier |
Subject: | Controllability and persistence of interest rates | Operational framework of central banks | Long memory and fractional integration |
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