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The microstructure of the euro money market

Hartmann, Philipp; Manna, Michele; Manzanares, Andrés - 2001

Persistent link: https://www.econbiz.de/10001636931

The microstructure of the euro money market

Hartmann, Philipp; Manna, Michele; Manzanares, Andrés - In: Journal of international money and finance 20 (2001) 6, pp. 895-948

Persistent link: https://www.econbiz.de/10001637052

Persistence and volatility in short-term interest rates

Panigirtzoglou, Nikolaos; Proudman, James; Spicer, John - 2000

Persistent link: https://www.econbiz.de/10001486484

Persistence and Volatility in Short-Term Interest Rates

Panigirtzoglou, Nikolaos; Proudman, James; Spicer, John - 2005

It is important for monetary policy makers to know how closely money market rates follow the policy rates they set. This paper looks at the volatility and persistence of divergences between short-term market interest rates away from policy rates. This may also offer insights into the...

Persistent link: https://www.econbiz.de/10014152269