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Volatility of interest rates in the euro area: evidence from high frequency data
Cassola, Nuno; Morana, Claudio - European Central Bank - 2003
This paper estimate the factors underlying the volatility of the euro overnight interest rate and its transmission along the euro area money market yield curve. A new multivariate unobserved components model is proposed allowing for both long-memory and stationary cyclical dynamics. Using hourly...
Persistent link: https://www.econbiz.de/10005816328
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Die theoretische Fundierung unvollständiger Verträge
Ewerhart, Christian - In: Homo oeconomicus 13 (1996) 4, pp. 501-514
Persistent link: https://www.econbiz.de/10001214887
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Ausgewählte Anwendungen der Theorie unvollständiger Verträge
Ewerhart, Christian - In: Review of economics 48 (1997) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10001221707
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Der Lock-in-Effekt und das Hold-up-Problem
Ewerhart, Christian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 26 (1997) 7, pp. 361-363
Persistent link: https://www.econbiz.de/10001222153
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Die theoretische Fundierung unvollständiger Verträge
Ewerhart, Christian; Schmitz, Patrick W. - In: Homo oeconomicus 13 (1996) 4, pp. 501-514
Persistent link: https://www.econbiz.de/10009954446
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Structural breaks in the volatility of macroeconomic and financial data : the rule, not the exception
Beltratti, Andrea; Morana, Claudio - In: Assets, beliefs, and equilibria in economic dynamics : …, (pp. 555-578). 2004
Persistent link: https://www.econbiz.de/10001809552