The 2007-? financial crisis: a money market perspective
Year of publication: |
2010-11
|
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Authors: | Cassola, Nuno ; Morana, Claudio |
Institutions: | Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto |
Subject: | money market interest rates | euro area | sub-prime credit crisis | credit risk | liquidity risk | long memory | structural change | fractionally integrated heteroskedastic factor vector autoregressive model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 102 42 pages |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General ; E58 - Central Banks and Their Policies ; G15 - International Financial Markets |
Source: |
-
Modelling short-term interest rate spreads in the euro money market
Cassola, Nuno, (2008)
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Modelling short-term interest rate spreads in the euro money market
Cassola, Nuno, (2008)
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Euro Money Market Spreads During the 2007-? Financial Crisis
Cassola, Nuno, (2013)
- More ...
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New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil
Morana, Claudio, (2013)
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Morana, Claudio, (2013)
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The effects of US economic and financial crises on euro area convergence
Bagliano, Fabio, (2010)
- More ...