The aim of this text is to analyse the dynamics of European long-rate volatility, as measured at various frequencies (intraday, daily). We identify and quantify the dimension of the diverse components of volatility: long memory and ARCH effects, seasonal effects, news announcements. Among the...

Théoriquement, les actions de politique monétaire \textit{via} le maniement des taux courts nominaux se transmettent à l'économie le long de la structure par terme des taux d'intérêt. L'absence de vérification empirique de ces relations entre les taux à différentes maturités, et...

[eng] The Reaction of European Bond Yields to Economic News Activity on financial markets is driven by the release of new information. Basically, one can distinguish two kinds of information: those which appear at random dates and times, and those which, on the contrary, appear according to a...