The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?
Year of publication: |
2008-05-22
|
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Authors: | Zagaglia, Paolo |
Institutions: | Nationalekonomiska institutionen, Stockholms Universitet |
Subject: | Money Market | High-Frequency Data | Granger Causality |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Research Papers in Economics Number 2008:5 9 pages |
Classification: | C22 - Time-Series Models ; E58 - Central Banks and Their Policies |
Source: |
-
Money-market segmentation in the euro area: what has changed during the turmoil?
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Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?
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