The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
| Year of publication: |
2015
|
|---|---|
| Authors: | Avouyi-Dovi, Sanvi ; Horny, Guillaume ; Sevestre, Patrick |
| Publisher: |
Paris : Banque de France |
| Subject: | bank interest rates | error-correction model | structural breaks | stochastic volatility,Bayesian econometrics | Eurozone | Euro area | Zins | Interest rate | Strukturbruch | Structural break | Zinsstruktur | Yield curve | Schätzung | Estimation | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Kointegration | Cointegration | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Extent: | Online-Ressource (42 S.) graph. Darst. |
|---|---|
| Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. 547 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305234