Cossetti, Filippo; Guidi, Francesco - Dipartimento di Scienze Economiche e Sociali, Facoltà … - 2009
This paper aims to explore the effects of the ECB monetary policy on the Euro area yield curve. Using cointegration techniques, this paper investigates the long-run relationships among the EONIA and Euro area money market interest rates. Results show that presence of cointegration was rejected...