Volatility of interest rates in the euro area : evidence from high frequency data
Nuno Cassola and Claudio Morana
| Year of publication: |
2006
|
|---|---|
| Authors: | Cassola, Nuno ; Morana, Claudio |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 6/7, p. 513-528
|
| Subject: | Geldmarkt | Money market | Marktmikrostruktur | Market microstructure | Zins | Interest rate | Liquiditätseffekt | Liquidity effect | Volatilität | Volatility | Kointegration | Cointegration | EU-Staaten | EU countries | 2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003382823