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Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng, (2003)
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B., (2021)
Volatility, money market rates, and the transmission of monetary policy
Carpenter, Seth B., (2011)